A Martingale approach to metastability

• 成果类型: Article
• 署名作者: Beltran, J.; Landim, C.
• 署名单位: Pontificia Universidad Catolica del Peru; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite de Rouen Normandie
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-014-0549-9
• 发表日期: 2015
• 页码: 267-307
• 关键词: reversible markov-chains; Stochastic dynamics; polymer; models

摘要

We presented in Beltran and Landim ( J Stat Phys 140:1065-1114, 2010) Beltran 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.