• Media type: Report; Text; E-Book
  • Title: Metastability and small eigenvalues in Markov chains
  • Contributor: Bovier, Anton [Author]; Eckhoff, Michael [Author]; Gayrard, Véronique [Author]; Klein, Markus [Author]
  • imprint: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2000
  • Language: English
  • DOI: https://doi.org/10.20347/WIAS.PREPRINT.600
  • Keywords: Markov chains -- metastability -- eigenvalue problems -- exponential distribution ; article ; 60J10 ; 60K35
  • Origination:
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  • Description: In this letter we announce rigorous results that elucidate the relation between metastable and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available. This includes a sharp uncertainty principle relating all low-lying eigenvalues to mean times of metastable transitions, a relation between the support of eigenfunctions and the attractor of a metastable state, and sharp estimates on the convergence of probability distribution of the metastable transition times to the exponential distribution.
  • Access State: Open Access