METASTABILITY OF FINITE STATE MARKOV CHAINS: A RECURSIVE PROCEDURE TO IDENTIFY SLOW VARIABLES FOR MODEL REDUCTION - Archive ouverte HAL Access content directly
Journal Articles ALEA : Latin American Journal of Probability and Mathematical Statistics Year : 2016

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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Dates and versions

hal-01728594 , version 1 (11-03-2018)

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  • HAL Id : hal-01728594 , version 1

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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, 2016. ⟨hal-01728594⟩
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