Conditioned, quasi-stationary, restricted measures and escape from metastable states

R. Fernandez, F. Manzo, F. R. Nardi, E. Scoppola, J. Sohier

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

We study the asymptotic hitting time τ (n) of a family of Markov processes X(n) to a target set G(n) when the process starts from a "trap" defined by very general properties. We give an explicit description of the law of X(n) conditioned to stay within the trap, and from this we deduce the exponential distribution of τ (n). Our approach is very broad-it does not require reversibility, the target G does not need to be a rare event and the traps and the limit on n can be of very general nature-and leads to explicit bounds on the deviations of τ (n) from exponentially.We provide two nontrivial examples to which our techniques directly apply.

Original languageEnglish
Pages (from-to)760-793
Number of pages34
JournalAnnals of Applied Probability
Volume26
Issue number2
DOIs
Publication statusPublished - 1 Apr 2016

Keywords

  • Asymptotic exponential behavior
  • Continuous time markov chains on discrete spaces
  • Hitting times
  • Metastability

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