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arxiv: 1607.07866 · v1 · pith:ZIMBT3GJnew · submitted 2016-07-26 · 🧮 math.PR

Metastable distributions of Markov chains with rare transitions

classification 🧮 math.PR
keywords chainsdistributionsmarkovmetastableratestransitionvarepsilonassumption
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In this paper we consider Markov chains with transition rates that depend on a small parameter $\varepsilon$. Under a mild assumption on the asymptotics of these transition rates, we describe the behavior of the chain at various $\varepsilon$-dependent time scales, i.e., we calculate the metastable distributions.

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