TY - JOUR
T1 - Cut-off and exit from metastability
T2 - two sides of the same coin
AU - Bertoncini, Olivier
AU - Barrera M., Javiera
AU - Fernández, Roberto
PY - 2008/6
Y1 - 2008/6
N2 - We present a general framework linking cut-off and exit excursions for birth-and-death processes on a countable alphabet. Under suitable hypotheses, we prove that cut-off convergence towards a (local) equilibrium is accompanied by exponentially distributed out-of-equilibrium excursions. Furthermore, atypical trajectories leading to these excursions and final cut-off trajectories are related by time inversion; in particular their time lengths have identical laws. To cite this article: O. Bertoncini et al., C. R. Acad. Sci. Paris, Ser. I 346 (2008).
AB - We present a general framework linking cut-off and exit excursions for birth-and-death processes on a countable alphabet. Under suitable hypotheses, we prove that cut-off convergence towards a (local) equilibrium is accompanied by exponentially distributed out-of-equilibrium excursions. Furthermore, atypical trajectories leading to these excursions and final cut-off trajectories are related by time inversion; in particular their time lengths have identical laws. To cite this article: O. Bertoncini et al., C. R. Acad. Sci. Paris, Ser. I 346 (2008).
UR - http://www.scopus.com/inward/record.url?scp=44649157679&partnerID=8YFLogxK
U2 - 10.1016/j.crma.2008.04.007
DO - 10.1016/j.crma.2008.04.007
M3 - Article
AN - SCOPUS:44649157679
SN - 1631-073X
VL - 346
SP - 691
EP - 696
JO - Comptes Rendus Mathematique
JF - Comptes Rendus Mathematique
IS - 11-12
ER -