Berman-Konsowa principle for reversible Markov jump processes

F. den Hollander; S. Jansen

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arXiv · 1309.1305

Berman-Konsowa principle for reversible Markov jump processes

F. den Hollander·S. Jansen

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Abstract

In this paper we prove a version of the Berman-Konsowa principle for reversible Markov jump processes on Polish spaces. The Berman-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-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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BibTeX RIS

F. den Hollander, S. Jansen. 2013-09-05. Berman-Konsowa principle for reversible Markov jump processes. https://arxiv.org/abs/1309.1305

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