A Martingale approach to metastability

被引：0
|
作者：
J. Beltrán
C. Landim
机构：
[1] IMCA,CNRS UMR 6085
[2] PUCP,undefined
[3] IMPA,undefined
[4] Université de Rouen,undefined
来源：
Probability Theory and Related Fields | 2015年 / 161卷
关键词：
Metastability; Mixing times; Markov processes; 60J27; 82C26; 60K35;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We presented in Beltrán and Landim ( J Stat Phys 140:1065–1114, 2010) Beltrán and Landim (J Stat Phys 149:598–618, 2012) an approach to derive the metastable behavior of continuous-time Markov chains. We assumed in these articles that the Markov chains visit points in the time scale in which it jumps among the metastable sets. We replace this condition here by assumptions on the mixing times and on the relaxation times of the chains reflected at the boundary of the metastable sets.
引用
收藏
页码：267 / 307
页数：40
相关论文
共 50 条
  • [1] A Martingale approach to metastability
    Beltran, J.
    Landim, C.
    [J]. PROBABILITY THEORY AND RELATED FIELDS, 2015, 161 (1-2) : 267 - 307
  • [2] MARTINGALE APPROACH TO QUEUES
    MARTINSNETO, AF
    WONG, E
    [J]. MATHEMATICAL PROGRAMMING STUDY, 1976, 6 (DEC): : 97 - 110
  • [3] METASTABILITY - MARKOVIAN APPROACH
    Tanackov, I.
    Sinani, F.
    Bogdanovic, V.
    Cosic, D.
    Lalic, B.
    [J]. METALURGIJA, 2013, 52 (04): : 573 - 576
  • [4] Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach
    Das, Kumer Pial
    [J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2009, 27 (06) : 1223 - 1230
  • [5] A martingale approach to the changepoint problem
    Brostrom, G
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1997, 92 (439) : 1177 - 1183
  • [6] BROKEN SYMMETRY APPROACH TO METASTABILITY
    HERBERT, DC
    [J]. JOURNAL OF PHYSICS PART C SOLID STATE PHYSICS, 1971, 4 (14): : 2166 - &
  • [7] A martingale approach to minimal surfaces
    Neel, Robert W.
    [J]. JOURNAL OF FUNCTIONAL ANALYSIS, 2009, 256 (08) : 2440 - 2472
  • [8] Martingale approach to real options
    Hughston, LP
    Zervos, M
    [J]. DISORDERED AND COMPLEX SYSTEMS, 2001, 553 : 325 - 330
  • [9] A martingale approach to scan statistics
    Vladimir Pozdnyakov
    Joseph Glaz
    Martin Kulldorff
    J. Michael Steele
    [J]. Annals of the Institute of Statistical Mathematics, 2005, 57 : 21 - 37
  • [10] A martingale approach to scan statistics
    Pozdnyakov, V
    Glaz, J
    Kulldorff, M
    Steele, JM
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2005, 57 (01) : 21 - 37
12345