Abstract
A general condition for a Markov process with finite states is given for the convergence of the normalized hitting time of a rare event to a mean one exponential law. It is then applied to the boundary driven symmetric simple exclusion process for an open set of density profiles which does not contain the stationary density profile.
Similar content being viewed by others
References
Aldous, D., Brown, M.: Inequalities for rare events in time reversible Markov chains I. In: Inequalities, S., Shaked, M., Tong, Y.L. (eds.) Lecture Notes of the Institute of Mathematical Statistics, vol. 22, pp. 1–16 (1992)
Aldous, D., Brown, M.: Inequalities for rare events in time reversible Markov chains II. Stoch. Process. Appl. 44, 15–25 (1993)
Asselah, A., Dai Pra, P.: Sharp estimates for occurrence time of rare events for simple symmetric exclusion. Stoch. Process. Appl. 71, 259–273 (1997)
Asselah, A., Dai Pra, P.: First occurrence time of a large density fluctuation for a system of independent random walks. Ann. Inst. Henri Poincaré B, Probab. Stat. 36, 367–393 (2000)
Asselah, A., Giacomin, G.: Metastability for the exclusion process with mean-field interaction. J. Stat. Phys. 93, 1051–1110 (1998)
Barrera, J., Bertoncini, O., Fernández, R.: Abrupt convergence and escape behavior for birth and death chains. J. Stat. Phys. 137, 595–623 (2009)
Beltrán, J., Landim, C.: Tunneling and metastability of continuous time Markov chains. J. Stat. Phys. 140, 1065–1114 (2010)
Beltrán, J., Landim, C.: Tunneling and metastability of continuous time Markov chains II. J. Stat. Phys. 149, 598–618 (2012)
Beltrán, J., Landim, C.: A martingale approach to metastability (2013). arXiv:1305.5987
Bertini, L., De Sole, A., Gabrielli, D., Jona-Lasinio, G., Landim, C.: Large deviations for the boundary driven symmetric simple exclusion process. Math. Phys. Anal. Geom. 6, 231–267 (2003)
Bertini, L., Landim, C., Mourragui, M.: Dynamical large deviations for the boundary driven weakly asymmetric exclusion process. Ann. Probab. 37, 2357–2403 (2009)
Bianchi, A., Gaudillière, A.: Metastable states, quasi-stationary and soft measures, mixing time asymptotics via variational principles (2011). arXiv:1103.1143
Bodineau, T., Giacomin, G.: From dynamic to static large deviations in boundary driven exclusion particle systems. Stoch. Process. Appl. 110, 67–81 (2004)
Brown, M.: Error bounds for exponential approximations of geometric convolution. Ann. Probab. 18, 1388–1402 (1990)
Cassandro, M., Galves, A., Olivieri, E., Vares, M.E.: Metastable behavior of stochastic dynamics: a pathwise approach. J. Stat. Phys. 35, 603–634 (1984)
Donsker, M.D., Varadhan, S.R.S.: Large Deviations from a hydrodynamic scaling limit. Commun. Pure Appl. Math. 42, 243–270 (1989)
Eyink, G., Lebowitz, J.L., Spohn, H.: Hydrodynamics of stationary nonequilibrium states for some lattice gas models. Commun. Math. Phys. 132, 253–283 (1990)
Eyink, G., Lebowitz, J.L., Spohn, H.: Lattice gas models in contact with stochastic reservoirs: local equilibrium and relaxation to the steady state. Commun. Math. Phys. 140, 119–131 (1991)
Farfan, J.: Static large deviations of boundary driven exclusion processes (2009). arXiv:0908.1798
Fernandez, R., Manzo, F., Nardi, F.R., Scoppola, E.: Private communication
Ferrari, P.A., Galves, J.A., Landim, C.: Exponential waiting time for a big gap in a one dimensional zero range process. Ann. Probab. 22, 284–288 (1994)
Ferrari, P.A., Galves, J.A., Liggett, T.: Exponential waiting time for filling a big gap in the symmetric simple exclusion process. Ann. Inst. Henri Poincaré, Probab. 31, 155–175 (1995)
Fill, J.A., Lyzinski, V.: Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings. arXiv:1201.6441v2
Freidlin, M.I., Wentzell, A.D.: Random Perturbations of Dynamical Systems, 2nd edn. Grundlehren der Mathematischen Wissenschaften, vol. 260. Springer, New York (1998). Translated from the 1979 Russian original by Joseph Szücs
Gaudillière, A., Landim, C.: A Dirichlet principle for non reversible Markov chains and some recurrence theorems. To appear in Probab. Theory Relat. Fields (2011). arXiv:1111.2445
Imbuzeiro, R.: Oliveira: mean field conditions for coalescing random walks. To appear in Ann. Probab. (2011). arXiv:1109.5684v2
Keilson, J.: Markov Chain Models—Rarity and Exponentiality. Springer, Berlin (1979)
Kipnis, C., Landim, C., Olla, S.: Macroscopic properties of a stationary non-equilibrium distribution for a non-gradient interacting particle system. Ann. Inst. Henri Poincaré, Probab. 31, 191–221 (1995)
Kipnis, C., Olla, S., Varadhan, S.R.S.: Hydrodynamics and large deviations for simple exclusion processes. Commun. Pure Appl. Math. 42, 115–137 (1989)
Olivieri, E., Vares, M.E.: Large Deviations and Metastability. Encyclopedia of Mathematics and Its Applications, vol. 100. Cambridge University Press, Cambridge (2005)
Acknowledgements
This problem was formulated to the second author by A. Galves after a talk on nonequilibrium stationary states at NUMEC-USP. The authors would like to thank A. Asselah and E. Scoppola for fruitfull discussions and two anonymous referees whose comments allowed to improve considerably the presentation of this article. The authors acknowledge support from ANR-2010-BLAN-0108-03 SHEPI.
Author information
Authors and Affiliations
Corresponding author
Additional information
Dedicated to Herbert Spohn.
Rights and permissions
About this article
Cite this article
Benois, O., Landim, C. & Mourragui, M. Hitting Times of Rare Events in Markov Chains. J Stat Phys 153, 967–990 (2013). https://doi.org/10.1007/s10955-013-0875-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10955-013-0875-9