English

First hitting and strong metastability times

Probability 2018-08-01 v1 Mathematical Physics math.MP

Abstract

In the setting of non-reversible Markov chains on finite or countable state space, exact results on the distribution of the first hitting time to a given set GG are obtained. A new notion of "strong metastability time" is introduced to describe the local relaxation time. This time is defined via a generalization of the strong stationary time to a "conditionally strong quasi-stationary time"(CSQST). Rarity of the target set GG is not required and the initial distribution can be completely general. The results clarify the the role played by the initial distribution on the exponential law; they are used to give a general notion of metastability and to discuss the relation between the exponential distribution of the first hitting time and metastability.

Keywords

Cite

@article{arxiv.1807.11574,
  title  = {First hitting and strong metastability times},
  author = {F. Manzo and E. Scoppola},
  journal= {arXiv preprint arXiv:1807.11574},
  year   = {2018}
}
R2 v1 2026-06-23T03:19:42.895Z