Metastability and small eigenvalues in Markov chains

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available. This includes a sharp uncertainty principle relating all low-lying eigenvalues to mean times of metastable transitions, a relation between the support of eigenfunctions and the attractor of a metastable state, and sharp estimates on the convergence of probability distribution of the metastable transition times to the exponential distribution.Comment: 5pp, AMSTe

A Method to Study Relaxation of Metastable Phases: Macroscopic Mean-Field Dynamics

We propose two different macroscopic dynamics to describe the decay of metastable phases in many-particle systems with local interactions. These dynamics depend on the macroscopic order parameter $m$ through the restricted free energy $F(m)$ and are designed to give the correct equilibrium distribution for $m$. The connection between macroscopic dynamics and the underlying microscopic dynamic are considered in the context of a projection- operator formalism. Application to the square-lattice nearest-neighbor Ising ferromagnet gives good agreement with droplet theory and Monte Carlo simulations of the underlying microscopic dynamic. This includes quantitative agreement for the exponential dependence of the lifetime on the inverse of the applied field $H$, and the observation of distinct field regions in which the derivative of the lifetime with respect to $1/H$ depends differently on $H$. In addition, at very low temperatures we observe oscillatory behavior of this derivative with respect to $H$, due to the discreteness of the lattice and in agreement with rigorous results. Similarities and differences between this work and earlier works on finite Ising models in the fixed-magnetization ensemble are discussed.Comment: 44 pages RevTeX3, 11 uuencoded Postscript figs. in separate file

Tunneling and Metastability of continuous time Markov chains

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the capacity and of the stationary measure of the metastable states

Foreign land acquisitions and environmental regulations: Does the pollution-haven effect hold?

The recent wave of foreign land acquisitions (FLA) has raised several concerns in terms of their environmental and social sustainability. An unexplored issue is whether pollution-haven mechanisms are driving the pattern of FLA. This paper investigates whether and how differences in environmental stringency between investing and target country affect the pattern of FLA. We estimate a panel gravity equation and use different indexes to measure the environmental stringency. Our results show that, by and large, differences in environmental stringency do affect FLA. The wider the gap in the environmental stringency between the investor and the target country, the higher is the number of firms investing abroad. Our results also show that the impact of environmental stringency differentials on FLA depends on the investor country and on corruption in the target country, and that in a number of estimations the choice over the index of stringency may be a relevant factor

Entropy-driven cutoff phenomena

In this paper we present, in the context of Diaconis' paradigm, a general method to detect the cutoff phenomenon. We use this method to prove cutoff in a variety of models, some already known and others not yet appeared in literature, including a chain which is non-reversible w.r.t. its stationary measure. All the given examples clearly indicate that a drift towards the opportune quantiles of the stationary measure could be held responsible for this phenomenon. In the case of birth- and-death chains this mechanism is fairly well understood; our work is an effort to generalize this picture to more general systems, such as systems having stationary measure spread over the whole state space or systems in which the study of the cutoff may not be reduced to a one-dimensional problem. In those situations the drift may be looked for by means of a suitable partitioning of the state space into classes; using a statistical mechanics language it is then possible to set up a kind of energy-entropy competition between the weight and the size of the classes. Under the lens of this partitioning one can focus the mentioned drift and prove cutoff with relative ease.Comment: 40 pages, 1 figur

Finite morphic pp-groups

According to Li, Nicholson and Zan, a group $G$ is said to be morphic if, for every pair $N_{1}, N_{2}$ of normal subgroups, each of the conditions $G/N_{1} \cong N_{2}$ and $G/N_{2} \cong N_{1}$ implies the other. Finite, homocyclic $p$-groups are morphic, and so is the nonabelian group of order $p^{3}$ and exponent $p$, for $p$ an odd prime. It follows from results of An, Ding and Zhan on self dual groups that these are the only examples of finite, morphic $p$-groups. In this paper we obtain the same result under a weaker hypotesis.Comment: 7 pages. Critical reference added, and manuscript revised accordingl

Elements of prime order in the upper central series of a group of prime-power order

We investigate the occurrence of elements of order $p$ in the upper central series of a finite $p$-group.Comment: 6 page

The Global Renormalization Group Trajectory in a Critical Supersymmetric Field Theory on the Lattice Z^3

We consider an Euclidean supersymmetric field theory in $Z^3$ given by a supersymmetric $\Phi^4$ perturbation of an underlying massless Gaussian measure on scalar bosonic and Grassmann fields with covariance the Green's function of a (stable) L\'evy random walk in $Z^3$. The Green's function depends on the L\'evy-Khintchine parameter $\alpha={3+\epsilon\over 2}$ with $0<\alpha<2$. For $\alpha ={3\over 2}$ the $\Phi^{4}$ interaction is marginal. We prove for $\alpha-{3\over 2}={\epsilon\over 2}>0$ sufficiently small and initial parameters held in an appropriate domain the existence of a global renormalization group trajectory uniformly bounded on all renormalization group scales and therefore on lattices which become arbitrarily fine. At the same time we establish the existence of the critical (stable) manifold. The interactions are uniformly bounded away from zero on all scales and therefore we are constructing a non-Gaussian supersymmetric field theory on all scales. The interest of this theory comes from the easily established fact that the Green's function of a (weakly) self-avoiding L\'evy walk in $Z^3$ is a second moment (two point correlation function) of the supersymmetric measure governing this model. The control of the renormalization group trajectory is a preparation for the study of the asymptotics of this Green's function. The rigorous control of the critical renormalization group trajectory is a preparation for the study of the critical exponents of the (weakly) self-avoiding L\'evy walk in $Z^3$.Comment: 82 pages, Tex with macros supplied. Revision includes 1. redefinition of norms involving fermions to ensure uniqueness. 2. change in the definition of lattice blocks and lattice polymer activities. 3. Some proofs have been reworked. 4. New lemmas 5.4A, 5.14A, and new Theorem 6.6. 5.Typos corrected.This is the version to appear in Journal of Statistical Physic

Abrupt Convergence and Escape Behavior for Birth and Death Chains

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by convergence at asymptotically deterministic times, while the convergence times for the latter are exponentially distributed. We compare and study both phenomena for discrete-time birth-and-death chains on Z with drift towards zero. In particular, this includes energy-driven evolutions with energy functions in the form of a single well. Under suitable drift hypotheses, we show that there is both an abrupt convergence towards zero and escape behavior in the other direction. Furthermore, as the evolutions are reversible, the law of the final escape trajectory coincides with the time reverse of the law of cut-off paths. Thus, for evolutions defined by one-dimensional energy wells with sufficiently steep walls, cut-off and escape behavior are related by time inversion.Comment: 2 figure