POINCARE AND LOGARITHMIC SOBOLEV CONSTANTS FOR METASTABLE MARKOV CHAINS VIA CAPACITARY INEQUALITIES

• 成果类型: Article
• 署名作者: Schlichting, Andre; Slowik, Martin
• 署名单位: University of Bonn; Technical University of Berlin
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/19-AAP1484
• 发表日期: 2019
• 页码: 3438-3488
• 关键词: reversible diffusion-processes; field ising-model; Stochastic dynamics; sharp asymptotics; glauber dynamics; STATES

摘要

We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets. Under additional size and regularity properties of metastable sets, we establish asymptotic sharp estimates on the Poincare and logarithmic Sobolev constant. The main ingredient in the proof is a capacitary inequality along the lines of V. Maz'ya that relates regularity properties of harmonic functions and capacities. We exemplify the usefulness of this new definition in the context of the random field Curie-Weiss model, where metastability and the additional regularity assumptions are verifiable.