Conditioned, quasi-stationary, restricted measures and escape from metastable states
classification
🧮 math.PR
keywords
veryconditionedexplicitgeneraltargettrapapplyapproach
read the original abstract
We study the asymptotic hitting time $\tau^{(n)}$ of a family of Markov processes $X^{(n)}$ to a target set $G^{(n)}$ when the process starts from a trap defined by very general properties. We give an explicit description of the law of $X^{(n)}$ conditioned to stay within the trap, and from this we deduce the exponential distribution of $\tau^{(n)}$. Our approach is very broad ---it does not require reversibility, the target $G$ does not need to be a rare event, and the traps and the limit on $n$ can be of very general nature--- and leads to explicit bounds on the deviations of $\tau^{(n)}$ from exponentially. We provide two non trivial examples to which our techniques directly apply.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.