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- W2953061837 abstract "We study a large class of reversible Markov chains with discrete state space and transition matrix $P_N$. We define the notion of a set of {it metastable points} as a subset of the state space $G_N$ such that (i) this set is reached from any point $xin G_N$ without return to x with probability at least $b_N$, while (ii) for any two point x,y in the metastable set, the probability $T^{-1}_{x,y}$ to reach y from x without return to x is smaller than $a_N^{-1}ll b_N$. Under some additional non-degeneracy assumption, we show that in such a situation: item{(i)} To each metastable point corresponds a metastable state, whose mean exit time can be computed precisely. item{(ii)} To each metastable point corresponds one simple eigenvalue of $1-P_N$ which is essentially equal to the inverse mean exit time from this state. The corresponding eigenfunctions are close to the indicator function of the support of the metastable state. Moreover, these results imply very sharp uniform control of the deviation of the probability distribution of metastable exit times from the exponential distribution." @default.
- W2953061837 created "2019-06-27" @default.
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- W2953061837 date "2000-07-26" @default.
- W2953061837 modified "2023-10-14" @default.
- W2953061837 title "Metastability and low lying spectra in reversible Markov chains" @default.
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