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Mixing of metastable diffusion processes with Gibbs invariant distribution

Probability 2025-04-29 v2 Mathematical Physics math.MP

Abstract

In this article, we study the mixing properties of metastable diffusion processes which possess a Gibbs invariant distribution. For systems with multiple stable equilibria, so-called metastable transitions between these equilibria are required for mixing since the unique invariant distribution is concentrated on these equilibria. Consequently, these systems exhibit slower mixing compared to those with a unique stable equilibrium, as analyzed in Barrera and Jara (Ann. Appl. Probab. 30:1164--1208, 2020). Our proof is based on the theory of metastability, which is a primary tool for studying systems with multiple stable equilibria. Within this framework, we compute the total variation distance between the distribution of the diffusion process and its invariant distribution for any time scale larger than ϵ1\epsilon^{-1}. Finally, we derive precise asymptotics for the mixing time.

Keywords

Cite

@article{arxiv.2407.06383,
  title  = {Mixing of metastable diffusion processes with Gibbs invariant distribution},
  author = {Jungkyoung Lee},
  journal= {arXiv preprint arXiv:2407.06383},
  year   = {2025}
}

Comments

50 pages including references, 3 figures

R2 v1 2026-06-28T17:33:35.381Z