A comparison between different cycle decompositions for Metropolis dynamics

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

Onderzoeksoutput: Boek/rapportRapportAcademic

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Samenvatting

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
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijEurandom
Aantal pagina's24
StatusGepubliceerd - 2014

Publicatie series

NaamReport Eurandom
Volume2014002
ISSN van geprinte versie1389-2355

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