Metastable states, quasi-stationary and soft measures, mixing time asymprtotics via variational principles

Details Metastable states, quasi-stationary and soft measures, mixing time asymprtotics via variational principles Metastable states, quasi-stationary and soft measures, mixing time asymprtotics via variational principles

2011-03-06

arxiv.org/abs/1103.1143v1

Mathematics

Probability

32 pages

Scientific paper

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size going to infinity. By comparing restricted ensemble and quasi-stationary measure, we study point-wise convergence velocity of Yaglom limits and prove asymptotic exponential exit law. We introduce soft measures as interpolation between restricted ensemble and quasi-stationary measure to prove an asymptotic exponential transition law on a generally different time scale. By using potential theoretic tools we prove a new general Poincar\'e inequality and give sharp estimates via two-sided variational principles on relaxation time as well as mean exit time and transition time. We also establish local thermalization on a shorter time scale and give mixing time asymptotics up to a constant factor through a two-sided variational principal. All our asymptotics are given with explicit quantitative bounds on the corrective terms.

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