Metastability in Stochastic Dynamics of Disordered Mean-field Models

نویسندگان

  • Anton Bovier
  • Michael Eckhoff
  • Véronique Gayrard
  • Markus Klein
چکیده

We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the problem to the properties of the rate functions of the corresponding Gibbs measures. We derive the analog of the WentzellFreidlin theory in this case, showing that any transition can be decomposed, with probability exponentially close to one, into a deterministic sequence of “admissible transitions”. For these admissible transitions we give upper and lower bounds on the expected transition times that differ only by a constant factor. The distribution rescaled transition times are shown to converge to the exponential distribution. We exemplify our results in the context of the random field Curie-Weiss model.

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تاریخ انتشار 1998