• Medientyp: Sonstige Veröffentlichung; E-Artikel
  • Titel: Metastability and small eigenvalues in Markov chains
  • Beteiligte: Eckhoff, Michael [VerfasserIn]; Klein, Markus [VerfasserIn]; Gayrard, Véronique [VerfasserIn]; Bovier, Anton [VerfasserIn]
  • Erschienen: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2000
  • Sprache: Englisch
  • DOI: https://doi.org/10.1088/0305-4470/33/46/102
  • ISSN: 1751-8113
  • Schlagwörter: article ; Markov chains -- metastability -- eigenvalue problems -- exponential distribution
  • Entstehung:
  • Anmerkungen: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Beschreibung: In this Letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerably greater precision than has so far been 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 of the convergence of the probability distribution of the metastable transition times to the exponential distribution.