Title
A Martingale approach to metastability
Date Issued
01 February 2014
Access level
open access
Resource Type
journal article
Author(s)
Publisher(s)
Springer Science and Business Media, LLC
Abstract
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.
Start page
267
End page
307
Volume
161
Issue
February 1
Language
English
OCDE Knowledge area
Física y Astronomía Matemáticas
Scopus EID
2-s2.0-84893857189
Source
Probability Theory and Related Fields
ISSN of the container
01788051
Sources of information: Directorio de Producción Científica Scopus