most citedPrecise asymptotics of small eigenvalues of reversible diffusions in the metastable regime

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math.PR2005★ 28 cited

Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime

Michael Eckhoff

We investigate the close connection between metastability of the reversible diffusion process X defined by the stochastic differential equation dX_t=-\nabla F(X_t) dt+\sqrt2εdW_t,\…

math.PR2000

Metastability and low lying spectra in reversible Markov chains

A. Bovier, M. Eckhoff, V. Gayrard +1

We study a large class of reversible Markov chains with discrete state space and transition matrix . We define the notion of a set of {\it metastable points} as a subset of th…