English

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

Probability 2015-02-25 v2

Abstract

We study the asymptotic hitting time τ(n)\tau^{(n)} of a family of Markov processes X(n)X^{(n)} to a target set G(n)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)X^{(n)} conditioned to stay within the trap, and from this we deduce the exponential distribution of τ(n)\tau^{(n)}. Our approach is very broad ---it does not require reversibility, the target GG does not need to be a rare event, and the traps and the limit on nn can be of very general nature--- and leads to explicit bounds on the deviations of τ(n)\tau^{(n)} from exponentially. We provide two non trivial examples to which our techniques directly apply.

Keywords

Cite

@article{arxiv.1410.4814,
  title  = {Conditioned, quasi-stationary, restricted measures and escape from metastable states},
  author = {Roberto Fernandez and Francesco Manzo and Francesca Nardi and Elisabetta Scoppola and Julien Sohier},
  journal= {arXiv preprint arXiv:1410.4814},
  year   = {2015}
}

Comments

36 pages. To appear at "The Annals of Applied Probability"