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Mathematics > Probability
Title: On the Poisson equation for nonreversible Markov jump processes
(Submitted on 30 Oct 2023)
Abstract: We study the solution $V$ of the Poisson equation $LV + f=0$ where $L$ is the backward generator of an irreducible (finite) Markov jump process and $f$ is a given centered state function. Bounds on $V$ are obtained using a graphical representation derived from the Matrix Forest Theorem and using a relation with mean first-passage times. Applications include estimating time-accumulated differences during relaxation toward a steady nonequilibrium regime.
Submission history
From: Faezeh Khodabandehlou [view email][v1] Mon, 30 Oct 2023 01:40:22 GMT (542kb,D)
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