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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