Metastable distributions of Markov chains with rare transitions
Probability
2017-04-26 v1
Abstract
In this paper we consider Markov chains with transition rates that depend on a small parameter . Under a mild assumption on the asymptotics of these transition rates, we describe the behavior of the chain at various -dependent time scales, i.e., we calculate the metastable distributions.
Keywords
Cite
@article{arxiv.1607.07866,
title = {Metastable distributions of Markov chains with rare transitions},
author = {Mark Freidlin and Leonid Koralov},
journal= {arXiv preprint arXiv:1607.07866},
year = {2017}
}