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 language | English |
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Pages (from-to) | 760-793 |
Number of pages | 34 |
Journal | Annals of Applied Probability |
Volume | 26 |
Issue number | 2 |
DOIs | |
Publication status | Published - 1 Apr 2016 |
Keywords
- Asymptotic exponential behavior
- Continuous time markov chains on discrete spaces
- Hitting times
- Metastability