Metastable distributions of Markov chains with rare transitions

26 Jul 2016 · Freidlin Mark, Koralov Leonid ·

In this paper we consider Markov chains with transition rates that depend on a small parameter $\varepsilon$. Under a mild assumption on the asymptotics of these transition rates, we describe the behavior of the chain at various $\varepsilon$-dependent time scales, i.e., we calculate the metastable distributions.