Open Access
2018 Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions
Claudio Landim, Michail Loulakis, Mustapha Mourragui
Electron. J. Probab. 23: 1-34 (2018). DOI: 10.1214/18-EJP220

Abstract

We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a finite state Markov chain. We also show that the state of the process can be represented as a time-dependent convex combination of metastable states, each of which is supported on one well.

Citation

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Claudio Landim. Michail Loulakis. Mustapha Mourragui. "Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions." Electron. J. Probab. 23 1 - 34, 2018. https://doi.org/10.1214/18-EJP220

Information

Received: 28 March 2017; Accepted: 4 September 2018; Published: 2018
First available in Project Euclid: 19 September 2018

zbMATH: 06964789
MathSciNet: MR3858923
Digital Object Identifier: 10.1214/18-EJP220

Subjects:
Primary: 60J27 , 60K35 , 82C22

Keywords: Markov chains , metastability , model reduction , trace process

Vol.23 • 2018
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