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 Probability Surveys > Vol. 16 (2019) open journal systems 

Metastable Markov chains

Claudio Landim, IMPA

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.

AMS 2000 subject classifications: 60J27; 60K35; 60J60; 60J45; 82C22; 82C26

Keywords: Markov chains; model reduction; potential theory; Dirichlet and Thomson principles.

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Landim, Claudio, Metastable Markov chains, Probability Surveys, 16, (2019), 143-227 (electronic). DOI: 10.1214/18-PS310.


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