2 papers
math.PR2026
The Invariant Measure of Multiscale Markov Chains via Fast Arborescence Factorization
Diego Alberici, Davide Gabrielli, Giulia Pallotta
We consider a family of continuous-time Markov chains with finite strongly connected transition graph and rates depending on a parameter , so that, when…
math.PR2026
Freidlin-Wentzell solutions of discrete Hamilton Jacobi equations
Michele Aleandri, Davide Gabrielli, Giulia Pallotta
We consider a sequence of finite irreducible Markov chains with exponentially small transition rates: the transition graph is a fixed, finite, strongly connected directed graph; th…