25/02/2026, 16:00 — 17:00 — Online
Davide Gabrielli, Università dell'Aquila
On the invariant measure of a multiscale Markov chain
I will consider a Markov chain on a finite state space and having exponentially small transition rates on a diverging parameter $N$. I will discuss the asymptotic behavior in the parameter $N$ of the invariant measure. In particular I will discuss the large deviations behavior with an associated discrete Hamilton-Jacobi equation and a recursive construction of the limiting measure. The main ingredient used is the Markov chain tree theorem.
