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Metastable distributions of Markov chains with rare transitions

Published 26 Jul 2016 in math.PR | (1607.07866v1)

Abstract: 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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Authors (2)

  1. Mark Freidlin 
  2. Leonid Koralov 

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