Abstract
We review recent results on the metastable behavior of continuous-time Markov chains derived through the characterization of Markov chains as unique solutions of martingale problems.
Citation
Claudio Landim. "Metastable Markov chains." Probab. Surveys 16 143 - 227, 2019. https://doi.org/10.1214/18-PS310
Information
Received: 1 July 2018; Published: 2019
First available in Project Euclid: 10 June 2019
zbMATH: 07064384
MathSciNet: MR3960293
Digital Object Identifier: 10.1214/18-PS310
Subjects:
Primary:
60J27
,
60J45
,
60J60
,
60K35
,
82C22
,
82C26
Keywords:
Dirichlet and Thomson principles
,
Markov chains
,
model reduction
,
potential theory