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arXiv math/0007160math.PRcond-mat.dis-nn
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可逆马尔可夫链的亚稳性和低激发谱

Metastability and low lying spectra in reversible Markov chains

A. Bovier, M. Eckhoff, V. Gayrard, M. Klein

摘要:

研究了一类具有离散状态空间和转移矩阵$P_N$的可逆马尔可夫链。我们定义一组{ \it亚稳态点}的概念作为状态空间$\G_N$的子集,使得(i)从任何点$x\in \G_N$到达该集合而不返回x的概率至少为$b_N$,而(ii)对于亚稳态集合中的任何两个点x,y,从x到达y而不返回x的概率$T^{-1}_{x,y}$小于$a_N^{-1}\ll b_N$。在一些附加的非简并假设下,我们证明了在这样的情况下:\item{(i)}每个亚稳态点对应一个亚稳态,其平均退出时间可以精确计算。\item{(ii)}每个亚稳态对应于$1-P_N$的一个简单本征值,其基本上等于从该状态的平均退出时间的倒数。相应的本征函数接近亚稳态支持度的指示函数。此外,这些结果意味着非常尖锐的均匀控制的偏差的亚稳态退出时间的概率分布的指数分布。

英文摘要:

We study a large class of reversible Markov chains with discrete state space and transition matrix $P_N$. We define the notion of a set of {\it metastable points} as a subset of the state space $\G_N$ such that (i) this set is reached from any point $x\in \G_N$ without return to x with probability at least $b_N$, while (ii) for any two point x,y in the metastable set, the probability $T^{-1}_{x,y}$ to reach y from x without return to x is smaller than $a_N^{-1}\ll b_N$. Under some additional non-degeneracy assumption, we show that in such a situation: \item{(i)} To each metastable point corresponds a metastable state, whose mean exit time can be computed precisely. \item{(ii)} To each metastable point corresponds one simple eigenvalue of $1-P_N$ which is essentially equal to the inverse mean exit time from this state. The corresponding eigenfunctions are close to the indicator function of the support of the metastable state. Moreover, these results imply very sharp uniform control of the deviation of the probability distribution of metastable exit times from the exponential distribution.

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