Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions

被引:9
|
作者
Landim, C. [1 ,2 ]
Seo, I [3 ,4 ]
机构
[1] IMPA, Estr Dona Castorina 110, BR-22460 Rio De Janeiro, Brazil
[2] Univ Rouen, CNRS, UMR 6085, Rouen, France
[3] Seoul Natl Univ, Dept Math Sci, Seoul, South Korea
[4] Seoul Natl Univ, Res Inst Math, Seoul, South Korea
基金
新加坡国家研究基金会;
关键词
Non-reversible diffusions; Potential theory; Metastability; Dirichlet principle; Thomson principle; Eyring-Kramers formula; MARKOV-CHAINS; ASYMPTOTICS; FIELD;
D O I
10.1214/18-AIHP936
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation for the pre-factor, we compute the capacities between disjoint sets, and we prove the metastable behavior of the process among the deepest wells following the martingale approach. We also present a bound for the probability that a Markov process hits a set before some fixed time in terms of the capacity of an enlarged process.
引用
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页码:1850 / 1889
页数:40
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