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Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions

Abstract : We consider continuous-time Markov chains which display a family of wells at the same depth. We show that in an appropriate time-scale the state of the process can be represented as a time-dependent convex combination of mestastable states, each of which is supported on one well. The time dependence of the convex combination is given in terms of the distribution of a reduced Markov chain.
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https://hal.archives-ouvertes.fr/hal-01728589
Contributor : Claudio Landim Connect in order to contact the contributor
Submitted on : Sunday, March 11, 2018 - 1:34:26 PM
Last modification on : Tuesday, October 19, 2021 - 4:13:48 PM

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Claudio Landim, M. Loulakis, M. Mourragui. Metastable Markov chains: from the convergence of the trace to the convergence of the finite-dimensional distributions. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2018, ⟨10.1214/18-EJP220⟩. ⟨hal-01728589⟩

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