A comparison between different cycle decompositions for Metropolis dynamics

E.N.M. Cirillo, F.R. Nardi, J. Sohier

Research output: Book/ReportReportAcademic

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Abstract

In the last decades the problem of metastability has been attacked on rigorous grounds via many different approaches and techniques which are briefly reviewed in this paper. It is then useful to understand connections between different point of views. In view of this we consider irreducible, aperiodic and reversible Markov chains with exponentially small transition probabilities in the framework of Metropolis dynamics. We compare two different cycle decompositions and prove their equivalence. Keywords: Stochastic dynamics, Markov chains, hitting times, metastability, Metropolis dynamics
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages24
Publication statusPublished - 2014

Publication series

NameReport Eurandom
Volume2014002
ISSN (Print)1389-2355

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