Miclo, Laurent (2022) On metastability. Probability Theory and Related Fields, vol. 184. pp. 275-322.

This is the latest version of this item.

Full text not available from this repository.
Identification Number : 10.1007/s00440-022-01147-8


Consider finite state space irreducible and absorbing Markov processes. A general spectral criterion is provided for the absorbing time to be close to an exponential random variable, whatever the starting point. When exiting points are added to the state space, our criterion also insures that the exit time and position are almost independent. Since this is valid for any exiting extension of the state space, it corresponds to an instance of the metastability phenomenon. Simple examples at small temperature suggest that this new spectral criterion is quite sharp. But the main interest of the underlying quantitative approach, based on Poisson equations, is that it does not rely on a small parameter such as temperature, nor on reversibility.

Item Type: Article
Language: English
Date: 10 June 2022
Refereed: Yes
Place of Publication: Berlin ; Heidelberg ; New York etc
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 29 Mar 2023 07:42
Last Modified: 13 Jun 2023 09:49
OAI Identifier: oai:tse-fr.eu:127997
URI: https://publications.ut-capitole.fr/id/eprint/47274

Available Versions of this Item

View Item