Metastability And Typical Exit Paths In Stochastic Dynamics

msra(1998)

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摘要
In this paper we review and discuss results on metastability. We consider ergodicaperiodic Markov chains with exponentially small transition probabilities and we give acomplete description of the typical tube of trajectories during the first excursion outsidea general domain Q.25=aprile=1997 [1] 0:1Section 1. Introduction.In this review we want to describe some recent results in the theory of metastabilityfrom the point of view of mathematical physics and probability theory....
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关键词
probability theory,markov chain,transition probability
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