Γ-expansion of the measure-current large deviations rate functional of non-reversible finite-state Markov chains

S. Kim and C. Landim

Stochastic Processes and their Applications, 2025, vol. 189, issue C

Abstract: Consider a sequence of continuous-time Markov chains (Xt(n):t≥0) evolving on a fixed finite state space V. Let In be the measure-current large deviations rate functional for Xt(n), as t→∞. Under a hypothesis on the jump rates, we prove that In can be written as In=I(0)+∑1≤p≤q(1/θn(p))I(p) for some rate functionals I(p). The weights θn(p) correspond to the time-scales at which the sequence of Markov chains Xt(n) evolves among the metastable wells, and the rate functionals I(p) characterise the asymptotic Markovian dynamics among these wells. This expansion provides therefore an alternative description of the metastable behaviour of a sequence of Markovian dynamics. Together with the results in Bertin et al. (2024) and Landim (2023) this work finishes the project of characterising the hierarchical metastable behaviour of finite-state Markov chains by means of the Γ-expansion of large deviations rate functionals. In addition, we present optimal conditions under which the measure (Donsker–Varadhan) or the measure-current large deviations rate functional determines the original dynamics, and calculate the first and second derivatives of the measure large deviations rate functional, thereby generalising the results for i.i.d. random variables.

Keywords: Large deviations; Empirical current; γ-convergence; Metastability (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104733

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