A Martingale approach to metastability
Probability
2013-05-28 v1 Statistical Mechanics
Abstract
We presented in \cite{bl2,bl7} an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets. We replace this condition here by assumtpions on the mixing times and on the relaxation times of the chains reflected at the boundary of the metastable sets.
Cite
@article{arxiv.1305.5987,
title = {A Martingale approach to metastability},
author = {J. Beltrán and C. Landim},
journal= {arXiv preprint arXiv:1305.5987},
year = {2013}
}