메뉴 건너뛰기




Volumn 14, Issue 1, 2004, Pages 419-458

Phase transitions and metastability in Markovian and molecular systems

Author keywords

Large deviations; Markov process

Indexed keywords


EID: 12844274920     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/aoap/1075828057     Document Type: Article
Times cited : (89)

References (42)
  • 1
    • 0002801896 scopus 로고    scopus 로고
    • Multiplicative ergodicity and large deviations for an irreducible Markov chain
    • BALAJI, S. and MEYN, S. P. (2000). Multiplicative ergodicity and large deviations for an irreducible Markov chain. Stochastic Process. Appl. 90 123-144.
    • (2000) Stochastic Process. Appl. , vol.90 , pp. 123-144
    • Balaji, S.1    Meyn, S.P.2
  • 2
    • 0346830773 scopus 로고
    • Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case
    • BOLTHAUSEN, E., DEUSCHEL, J.-D. and TAMURA, Y. (1995). Laplace approximations for large deviations of nonreversible Markov processes. The nondegenerate case. Ann. Probab. 23 236-267.
    • (1995) Ann. Probab. , vol.23 , pp. 236-267
    • Bolthausen, E.1    Deuschel, J.-D.2    Tamura, Y.3
  • 3
    • 0035605848 scopus 로고    scopus 로고
    • Metastability in stochastic dynamics of disordered mean-field models
    • BOVIER, A., ECKHOFF, M., GAYRARD, V. and KLEIN, M. (2001). Metastability in stochastic dynamics of disordered mean-field models. Probab. Theory Related Fields 119 99-161.
    • (2001) Probab. Theory Related Fields , vol.119 , pp. 99-161
    • Bovier, A.1    Eckhoff, M.2    Gayrard, V.3    Klein, M.4
  • 4
    • 0038701464 scopus 로고    scopus 로고
    • Metastability in reversible diffusion processes. I. Sharp asymptotics for capacities and exit times
    • BOVIER, A., ECKHOFF, M., GAYRARD, V. and KLEIN, M. (2002). Metastability in reversible diffusion processes. I. Sharp asymptotics for capacities and exit times. Technical report.
    • (2002) Technical Report
    • Bovier, A.1    Eckhoff, M.2    Gayrard, V.3    Klein, M.4
  • 5
    • 0038025104 scopus 로고    scopus 로고
    • Metastability in reversible diffusion processes. II. Precise asymptotics for small eigenvalues
    • BOVIER, A., ECKHOFF, M., GAYRARD, V. and KLEIN, M. (2002). Metastability in reversible diffusion processes. II. Precise asymptotics for small eigenvalues. Technical report.
    • (2002) Technical Report
    • Bovier, A.1    Eckhoff, M.2    Gayrard, V.3    Klein, M.4
  • 7
    • 0034370539 scopus 로고    scopus 로고
    • Identification of almost invariant aggregates in reversible nearly uncoupled Markov chains
    • DEUFLHARD, P., HUISINGA, W., FISCHER, A. and SCHÜTTE, CH. (2000). Identification of almost invariant aggregates in reversible nearly uncoupled Markov chains. Linear Algebra Appl. 315 39-59.
    • (2000) Linear Algebra Appl. , vol.315 , pp. 39-59
    • Deuflhard, P.1    Huisinga, W.2    Fischer, A.3    Schütte, Ch.4
  • 8
    • 84990587390 scopus 로고
    • Asymptotic evaluation of certain Markov process expectations for large time. IV
    • DONSKER, M. D. and VARADHAN, S. R. S. (1983). Asymptotic evaluation of certain Markov process expectations for large time. IV. Comm. Pure Appl. Math. 36 183-212.
    • (1983) Comm. Pure Appl. Math. , vol.36 , pp. 183-212
    • Donsker, M.D.1    Varadhan, S.R.S.2
  • 9
    • 21344460828 scopus 로고
    • Exponential and uniform ergodicity of Markov processes
    • DOWN, D., MEYN, S. P. and TWEEDIE, R. L. (1995). Exponential and uniform ergodicity of Markov processes. Ann. Probab. 23 1671-1691.
    • (1995) Ann. Probab. , vol.23 , pp. 1671-1691
    • Down, D.1    Meyn, S.P.2    Tweedie, R.L.3
  • 11
    • 0018156010 scopus 로고
    • Exit probabilities and optimal stochastic control
    • FLEMING, W. H. (1978). Exit probabilities and optimal stochastic control. Appl. Math. Optim. 4 329-346.
    • (1978) Appl. Math. Optim. , vol.4 , pp. 329-346
    • Fleming, W.H.1
  • 12
    • 0000030174 scopus 로고
    • Asymptotic series and exit time probabilities
    • FLEMING, W. H. and JAMES, M. R. (1992). Asymptotic series and exit time probabilities. Ann. Probab. 20 1369-1384.
    • (1992) Ann. Probab. , vol.20 , pp. 1369-1384
    • Fleming, W.H.1    James, M.R.2
  • 13
    • 0001234347 scopus 로고
    • Risk-sensitive control on an infinite time horizon
    • FLEMING, W. H. and MCENEANEY, W. M. (1995). Risk-sensitive control on an infinite time horizon. SIAM J. Control Optim. 33 1881-1915.
    • (1995) SIAM J. Control Optim. , vol.33 , pp. 1881-1915
    • Fleming, W.H.1    McEneaney, W.M.2
  • 14
    • 0031320509 scopus 로고    scopus 로고
    • Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
    • FLEMING, W. H. and SHEU, S.-J. (1997). Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential. Ann. Probab. 25 1953-1994.
    • (1997) Ann. Probab. , vol.25 , pp. 1953-1994
    • Fleming, W.H.1    Sheu, S.-J.2
  • 16
    • 0010924906 scopus 로고    scopus 로고
    • Two-sided taboo limits for Markov processes and associated perfect simulation
    • GLYNN, P. W. and THORISSON, H. (2001). Two-sided taboo limits for Markov processes and associated perfect simulation. Stochastic Process. Appl. 91 1-20.
    • (2001) Stochastic Process. Appl. , vol.91 , pp. 1-20
    • Glynn, P.W.1    Thorisson, H.2
  • 17
    • 0036887750 scopus 로고    scopus 로고
    • Structural characterization of taboo-stationarity for general processes in two-sided time
    • GLYNN, P. W. and THORISSON, H. (2002). Structural characterization of taboo-stationarity for general processes in two-sided time. Stochastic Process. Appl. 102 311-318.
    • (2002) Stochastic Process. Appl. , vol.102 , pp. 311-318
    • Glynn, P.W.1    Thorisson, H.2
  • 19
    • 38249034593 scopus 로고
    • A note on asymptotic expansions for Markov chains using operator theory
    • JENSEN, J. L. (1987). A note on asymptotic expansions for Markov chains using operator theory. Adv. in Appl. Math. 8 377-392.
    • (1987) Adv. in Appl. Math. , vol.8 , pp. 377-392
    • Jensen, J.L.1
  • 21
    • 0037279497 scopus 로고    scopus 로고
    • Spectral theory and limit theorems for geometrically ergodic Markov processes
    • KONTOYIANNIS, I. and MEYN, S. P. (2003). Spectral theory and limit theorems for geometrically ergodic Markov processes. Ann. Appl. Probab. 13 304-362.
    • (2003) Ann. Appl. Probab. , vol.13 , pp. 304-362
    • Kontoyiannis, I.1    Meyn, S.P.2
  • 24
    • 0033721591 scopus 로고    scopus 로고
    • Spectral analysis of Fokker-Planck and related operators arising from linear stochastic differential equations
    • LIBERZON, D. and BROCKETT, R. W. (2000). Spectral analysis of Fokker-Planck and related operators arising from linear stochastic differential equations. SIAM J. Control Optim. 38 1453-1467.
    • (2000) SIAM J. Control Optim. , vol.38 , pp. 1453-1467
    • Liberzon, D.1    Brockett, R.W.2
  • 25
    • 0000739853 scopus 로고
    • Contrôlabilité des systèmes non linéaires
    • LOBRY, C. (1970). Contrôlabilité des systèmes non linéaires. SIAM J. Control 8 573-605.
    • (1970) SIAM J. Control , vol.8 , pp. 573-605
    • Lobry, C.1
  • 27
    • 0009089457 scopus 로고
    • Generalized resolvents and Harris recurrence of Markov processes
    • MEYN, S. P. and TWEEDIE, R. L. (1993). Generalized resolvents and Harris recurrence of Markov processes. Contemp. Math. 149 227-250.
    • (1993) Contemp. Math. , vol.149 , pp. 227-250
    • Meyn, S.P.1    Tweedie, R.L.2
  • 29
    • 0000684659 scopus 로고
    • Stability of Markovian processes II: Continuous time processes and sampled chains
    • MEYN, S. P. and TWEEDIE, R. L. (1993). Stability of Markovian processes II: Continuous time processes and sampled chains. Adv. in Appl. Probab. 25 487-517.
    • (1993) Adv. in Appl. Probab. , vol.25 , pp. 487-517
    • Meyn, S.P.1    Tweedie, R.L.2
  • 30
    • 0037569024 scopus 로고
    • Chaînes de Markov et théorie du potentiel
    • NEVEU, J. (1964). Chaînes de Markov et théorie du potentiel. Ann. Fac. Sci. Univ. Clermont-Ferrand 24 37-89.
    • (1964) Ann. Fac. Sci. Univ. Clermont-Ferrand , vol.24 , pp. 37-89
    • Neveu, J.1
  • 32
    • 0034336318 scopus 로고    scopus 로고
    • Asymptotic behavior of thermal nonequilibrium steady states for a driven chain of anharmonic oscillators
    • REY-BELLET, L. and THOMAS, L. E. (2000). Asymptotic behavior of thermal nonequilibrium steady states for a driven chain of anharmonic oscillators. Comm. Math. Phys. 215 1-24.
    • (2000) Comm. Math. Phys. , vol.215 , pp. 1-24
    • Rey-Bellet, L.1    Thomas, L.E.2
  • 35
    • 26844559336 scopus 로고    scopus 로고
    • On conformational dynamics induced by Langevin processes
    • (B. Fiedler, K. Gröger and J. Sprekels, eds.). World Scientific, Singapore
    • SCHÜTTE, CH. and HUISINGA, W. (2000). On conformational dynamics induced by Langevin processes. In EQUADIFF 99-International Conference on Differential Equations (B. Fiedler, K. Gröger and J. Sprekels, eds.) 2 1247-1262. World Scientific, Singapore.
    • (2000) EQUADIFF 99-international Conference on Differential Equations , vol.2 , pp. 1247-1262
    • Schütte, Ch.1    Huisinga, W.2
  • 37
    • 0000564723 scopus 로고
    • On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
    • SENETA, E. and VERE-JONES, D. (1966). On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. J. Appl. Probab. 3 403-434.
    • (1966) J. Appl. Probab. , vol.3 , pp. 403-434
    • Seneta, E.1    Vere-Jones, D.2
  • 38
    • 0000395295 scopus 로고
    • On the support of diffusion processes with applications to the strong maximum principle
    • Univ. California Press, Berkeley
    • STROOCK, D. W. and VARADHAN, S. R. S. (1972). On the support of diffusion processes with applications to the strong maximum principle. Proc. Sixth Berkeley Symp. Math. Statist. Probab. 333-359. Univ. California Press, Berkeley.
    • (1972) Proc. Sixth Berkeley Symp. Math. Statist. Probab. , pp. 333-359
    • Stroock, D.W.1    Varadhan, S.R.S.2
  • 41
    • 0010794636 scopus 로고
    • Quasi-stationary distributions for Markov chains on a general state space
    • TWEEDIE, R. L. (1974). Quasi-stationary distributions for Markov chains on a general state space. J. Appl. Probab. 11 726-741.
    • (1974) J. Appl. Probab. , vol.11 , pp. 726-741
    • Tweedie, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.