Metastability in Reversible Diffusion Processes I: Sharp Asymptotics for Capacities and Exit Times
Author(s) -
Anton Bovier,
Michael Eckhoff,
Véronique Gayrard,
Markus Klein
Publication year - 2004
Publication title -
journal of the european mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.549
H-Index - 64
eISSN - 1435-9863
pISSN - 1435-9855
DOI - 10.4171/jems/14
Subject(s) - metastability , mathematics , diffusion , statistical physics , thermodynamics , physics , quantum mechanics
We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form +rF ( )r on R or subsets of , where F is a smooth function with finitely many local minima. In analogy to previous work in discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of F can be related, up to multiplicative errors that tend to one as # 0, to the capacities of suitably constructed sets. We show that...
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