 95423 Enzo Olivieri, Elisabetta Scoppola
 MARKOV CHAINS WITH EXPONENTIALLY SMALL TRANSITION
PROBABILITIES:
FIRST EXIT PROBLEM FROM A GENERAL DOMAIN
(133K, plain tex)
Sep 14, 95

Abstract ,
Paper (src),
View paper
(auto. generated ps),
Index
of related papers

Abstract. In this paper we consider aperiodic ergodic Markov chains with transition
probabilities exponentially small in a large parameter $\b$ .
We extend to the general not necessarily reversible case
the analysis started in [OS]
of the first exit problem from a general domain $Q$ containing many stable
equilibria (attracting equilibrium points for the $\b = \infty$ dynamics).
In particular we describe the tube of typical trajectories during the first
excursion outside $Q$.
 Files:
95423.src(
desc ,
95423.tex )