Tunneling and Metastability of continuous time Markov chains

However there exist upper- bounded potentials which are positive recurrent, have finite pressure and summable variations, define a weak equilibrium measure which has finite

These isomorphisms will be finitary (homeomorphisms between measure-one sets), with exponentially fast cod- ing time for exponentially recurrent ergodic measures (such as the

METASTABILITY OF FINITE STATE MARKOV CHAINS: A RECURSIVE PROCEDURE TO IDENTIFY SLOW VARIABLES FOR

Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise.. Preprint available

The first general result of optimal stopping theory for stochastic processes was obtained in discrete time by Snell [14] who characterized the value function of an optimal

Key words : Harris recurrence, Nummelin splitting, continuous time Markov processes, resolvents, special functions, additive functionals, Chacon-Ornstein theorem, diffusion pro-

For the error bound (3.5) associated with the Markov Chain approximation, the term E β,Time is similar to the Euler case, since it does not depend on the chosen discretization

We now proceed to a special case that (i) encompasses a number of well-known examples, including context-free string rewriting, and (ii) leads to PTIME computability, by reducing