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),
Domains
Probability [math.PR]
Origin : Files produced by the author(s)
Loading...