vix.ing · top · new · best · stats · spec

Metastable Markov chains

2018/07/11 by Cláudio Landim, Landim, C. · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #FOS: Physical sciences #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Mechanics (cond-mat.stat-mech) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1807.04144

openalex publication_date 2018/07/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

Citations

Cited by

Related