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METASTABILITY OF FINITE STATE MARKOV CHAINS: A RECURSIVE PROCEDURE TO IDENTIFY SLOW VARIABLES FOR MODEL REDUCTION

Abstract : Consider a sequence (η N (t) : t ≥ 0) of continuous-time, irreducible Markov chains evolving on a fixed finite set E. Denote by R N (η, ξ) the jump rates of the Markov chain η N t , and assume that for any pair of bonds (η, ξ),
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https://hal.archives-ouvertes.fr/hal-01728594
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Submitted on : Sunday, March 11, 2018 - 1:43:11 PM
Last modification on : Tuesday, October 19, 2021 - 6:38:03 PM
Long-term archiving on: : Tuesday, June 12, 2018 - 12:46:48 PM

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Claudio Landim, T. Xu. METASTABILITY OF FINITE STATE MARKOV CHAINS: A RECURSIVE PROCEDURE TO IDENTIFY SLOW VARIABLES FOR MODEL REDUCTION. ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2016. ⟨hal-01728594⟩

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