Metastable distributions of Markov chains with rare transitions

Abstract

In this paper we consider Markov chains with transition rates that depend on a small parameter $\epsilon$. Under a mild assumption on the asymptotics of these transition rates, we describe the behavior of the chain at various $\epsilon$-dependent time scales, i.e., we calculate the metastable distributions.

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Cited by in corpus (1)

• Reducing metastable continuous-space Markov chains to Markov chains on a finite set