期刊
ANNALS OF PROBABILITY
卷 42, 期 5, 页码 1809-1884出版社
INST MATHEMATICAL STATISTICS
DOI: 10.1214/14-AOP908
关键词
Diffusion process; Eyring-Kramers formula; Kramers law; metastability; Poincare inequality; spectral gap; logarithmic Sobolev inequality; weighted transport distance
资金
- DFG [FOR718]
- IMPRS of the Max-Planck-Institute
- University of Leipzig
We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian H : R-n -> R in the regime of low temperature epsilon. We proof the Eyring-Kramers formula for the optimal constant in the Poincare (PI) and logarithmic Sobolev inequality (LSI) for the associated generator L = epsilon Delta - del H . del of the diffusion. The proof is based on a refinement of the two-scale approach introduced by Grunewald et al. [Ann. Inst. Henri Poincare Probab. Stat. 45 (2009) 302-351] and of the mean-difference estimate introduced by Chafai and Malrieu [Ann. Inst. Henri Poincare Probab. Stat. 46 (2010) 72-96]. The Eyring-Kramers formula follows as a simple corollary from two main ingredients: The first one shows that the PI and LSI constant of the diffusion restricted to metastable regions corresponding to the local minima scales well in epsilon. This mimics the fast convergence of the diffusion to metastable states. The second ingredient is the estimation of a mean-difference by a weighted transport distance. It contains the main contribution to the PI and LSI constant, resulting from exponentially long waiting times of jumps between metastable states of the diffusion.
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