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Article Dans Une Revue Electronic Journal of Probability Année : 2018

Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions

Claudio Landim
M. Loulakis
  • Fonction : Auteur
M. Mourragui
  • Fonction : Auteur

Résumé

We consider continuous-time Markov chains which display a family of wells at the same depth. We show that in an appropriate time-scale the state of the process can be represented as a time-dependent convex combination of mestastable states, each of which is supported on one well. The time dependence of the convex combination is given in terms of the distribution of a reduced Markov chain.

Dates et versions

hal-01728589 , version 1 (11-03-2018)

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Citer

Claudio Landim, M. Loulakis, M. Mourragui. Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions. Electronic Journal of Probability, 2018, ⟨10.1214/18-EJP220⟩. ⟨hal-01728589⟩
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