Abrupt Convergence and Escape Behavior for Birth and Death Chains

Details Abrupt Convergence and Escape Behavior for Birth and Death Chains Abrupt Convergence and Escape Behavior for Birth and Death Chains

2009-03-10

arxiv.org/abs/0903.1832v1

Physics

Mathematical Physics

2 figures

Scientific paper

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by convergence at asymptotically deterministic times, while the convergence times for the latter are exponentially distributed. We compare and study both phenomena for discrete-time birth-and-death chains on Z with drift towards zero. In particular, this includes energy-driven evolutions with energy functions in the form of a single well. Under suitable drift hypotheses, we show that there is both an abrupt convergence towards zero and escape behavior in the other direction. Furthermore, as the evolutions are reversible, the law of the final escape trajectory coincides with the time reverse of the law of cut-off paths. Thus, for evolutions defined by one-dimensional energy wells with sufficiently steep walls, cut-off and escape behavior are related by time inversion.

Affiliated with

Also associated with

No associations

Rating

Abrupt Convergence and Escape Behavior for Birth and Death Chains does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Abrupt Convergence and Escape Behavior for Birth and Death Chains, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Abrupt Convergence and Escape Behavior for Birth and Death Chains will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-187708