A comparison between different cycle decompositions for Metropolis dynamics

Autor: Cirillo, Emilio N. M., Nardi, Francesca R., Sohier, Julien
Rok vydání: 2014
Předmět:
Zdroj: Markov Processes and Related Fields, 22, 443-466 (2016)
Druh dokumentu: Working Paper
Popis: 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.
Databáze: arXiv