Metastability for Markov Chains: A General Procedure Based on Renormalization Group Ideas

  • Elisabetta Scoppola
Chapter
Part of the NATO ASI Series book series (ASIC, volume 420)

Abstract

The paper is a report on results on the long time behavior of Markov chains with finite state spaces and with transition probabilities exponentially small in an external parameter β. A general approach based on renormalization group ideas is presented and discussed in the simple case of reversible Markov chains. Applications are also discussed.

Key words

Markov chains renormalization group metastability reversibility invariant measure first hitting time Metropolis algorithm 
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Copyright information

© Springer Science+Business Media Dordrecht 1994

Authors and Affiliations

  • Elisabetta Scoppola
    • 1
  1. 1.Dipartimento di FisicaUniversità ‘La Sapienza’RomaItaly

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