Convergence to equilibrium for finite Markov processes, with application to the Random Energy Model
MATHIEU, Pierre ; PICCO, Pierre
arXiv, 0307148 / Harvested from arXiv
Text on arXiv
We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium. As an example of application we consider a special case of finite state Markov process in random environment: the Metropolis dynamics of the Random Energy Model. We also study the process of the environment as seen from the process.
Publié le : 2003-07-10
Classification:  Mathematics - Probability,  Mathematical Physics,  60K35, 82B44, 82D30, 82C44 
@article{0307148,
     author = {MATHIEU, Pierre and PICCO, Pierre},
     title = {Convergence to equilibrium for finite Markov processes, with application
  to the Random Energy Model},
     journal = {arXiv},
     volume = {2003},
     number = {0},
     year = {2003},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0307148}
}

MATHIEU, Pierre; PICCO, Pierre. Convergence to equilibrium for finite Markov processes, with application
  to the Random Energy Model. arXiv, Tome 2003 (2003) no. 0, . http://gdmltest.u-ga.fr/item/0307148/