Metastability in stochastic dynamics of disordered mean-field models

Citation
A. Bovier et al., Metastability in stochastic dynamics of disordered mean-field models, PROB TH REL, 119(1), 2001, pp. 99-161
Citations number
36
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
119
Issue
1
Year of publication
2001
Pages
99 - 161
Database
ISI
SICI code
0178-8051(200101)119:1<99:MISDOD>2.0.ZU;2-#
Abstract
We study a class of Markov chains that describe reversible stochastic dynam ics of a large class of disordered mean field models at low temperatures. O ur main purpose is to give a precise relation between the metastable time s cales in the problem to the properties of the rate functions of the corresp onding Gibbs measures. We derive the analog of the Wentzell Freidlin theory in this case, showings that any transition can be decomposed, with probabi lity exponentially close to one, into a deterministic sequence of "admissib le transitions". For these admissible transitions we give upper and lower b ounds on the expected transition times that differ only by a constant facto r. The distributions of the rescaled transition times are shown to converge to the exponential distribution. We exemplify our results in the context o f the random field Curie-Weiss model.