Metastability in stochastic dynamics of disordered mean-field models

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Abstract

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, showing 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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Bovier, A., Eckhoff, M., Gayrard, V., & Klein, M. (2001). Metastability in stochastic dynamics of disordered mean-field models. Probability Theory and Related Fields, 119(1), 99–161. https://doi.org/10.1007/PL00012740

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