Metastability in Markov processes

Metastability in Markov processes

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce restricted Markov chains which are close to the original process but do not leave these regions. Within this context, we identify the conditions under which the dec...

The KTH Visit in Semi-Markov Processes

Metastability and Small Eigenvalues in Markov Chains

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available. This includes a sharp uncertainty principle relating all low-lying eigenvalues to mean times of metastable transitions, a relation between the support of eigenf...

ON THE INFINITE ORDER MARKOV PROCESSES

The notion of infinite order Markov process is introduced and the Markov property of the flow of information is established.

the kth visit in semi-markov processes