Conditioned, quasi-stationary, restricted measures and escape from metastable states
Probability
2015-02-25 v2
Abstract
We study the asymptotic hitting time of a family of Markov processes to a target set when the process starts from a trap defined by very general properties. We give an explicit description of the law of conditioned to stay within the trap, and from this we deduce the exponential distribution of . Our approach is very broad ---it does not require reversibility, the target does not need to be a rare event, and the traps and the limit on can be of very general nature--- and leads to explicit bounds on the deviations of 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"