Math-mprf-1309.1305v2-Accepted.pdf (334.14 kB)
Berman-Konsowa principle for reversible Markov jump processes
journal contribution
posted on 2023-06-09, 04:40 authored by F Den Hollander, S JansenIn this paper we prove a version of the Berman\tire Konsowa principle for reversible Markov jump processes on Polish spaces. The Berman\tire Konsowa principle provides a variational formula for the capacity of a pair of disjoint measurable sets. There are two versions, one involving a class of probability measures for random finite paths from one set to the other, the other involving a class of finite unit flows from one set to the other. The Berman\tire Konsowa principle complements the Dirichlet principle and the Thomson principle, and turns out to be especially useful for obtaining sharp estimates on crossover times in metastable interacting particle systems.
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Publication status
- Published
File Version
- Accepted version
Journal
Markov Processes and Related FieldsISSN
1024-2953Publisher
Polymat Publishing CompanyPublisher URL
Issue
3Volume
22Page range
409-422Department affiliated with
- Mathematics Publications
Research groups affiliated with
- Probability and Statistics Research Group Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2017-01-16First Open Access (FOA) Date
2017-01-16First Compliant Deposit (FCD) Date
2017-01-16Usage metrics
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