Metastability in stochastic dynamics of disordered mean-field models

被引:94
|
作者
Bovier, A
Eckhoff, M
Gayrard, V
Klein, M
机构
[1] Weierstr Inst Angew Anal & Stochast, D-10117 Berlin, Germany
[2] CNRS, Ctr Phys Theor, F-13288 Marseille 9, France
[3] Univ Potsdam, Inst Math, D-14469 Potsdam, Germany
关键词
metastability; stochastic dynamics; Markov chains Wentzell-Freidlin theory disordered systems; mean field models; random field Curie-Weiss model;
D O I
10.1007/PL00012740
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the problem to the properties of the rate functions of the corresponding Gibbs measures. We derive the analog of the Wentzell Freidlin theory in this case, showings that any transition can be decomposed, with probability exponentially close to one, into a deterministic sequence of "admissible transitions". For these admissible transitions we give upper and lower bounds on the expected transition times that differ only by a constant factor. The distributions of the rescaled transition times are shown to converge to the exponential distribution. We exemplify our results in the context of the random field Curie-Weiss model.
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页码:99 / 161
页数:63
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