2019
DOI: 10.1088/1742-5468/ab00df
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Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics

Abstract: We uncover a duality between relaxation and first passage processes in ergodic reversible Markovian dynamics in both discrete and continuous state-space. The duality exists in the form of a spectral interlacing -the respective time scales of relaxation and first passage are shown to interlace. Our canonical theory allows for the first time to determine the full first passage time distribution analytically from the simpler relaxation eigenspectrum. The duality is derived and proven rigorously for both discrete … Show more

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Cited by 49 publications
(66 citation statements)
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References 91 publications
(220 reference statements)
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“…Moreover, the poles have no accumulation point in the left half plane à ( | ) are those zeroes of P x s a ,( | ), which are different from the zeroes of P x s x , 0 ( | ). Generally, P x s x , 0 ( | )and P x s a ,( | ) have infinitely many coinciding zeroes alongside the distinct ones (see proof in [59]), because the region beyond a cannot affect the first passage time from x 0 , whereas it must affect the relaxation. However, all common zeroes result in a vanishing residue.…”
Section: First Passage Time Density From the Relaxation Spectrummentioning
confidence: 99%
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“…Moreover, the poles have no accumulation point in the left half plane à ( | ) are those zeroes of P x s a ,( | ), which are different from the zeroes of P x s x , 0 ( | ). Generally, P x s x , 0 ( | )and P x s a ,( | ) have infinitely many coinciding zeroes alongside the distinct ones (see proof in [59]), because the region beyond a cannot affect the first passage time from x 0 , whereas it must affect the relaxation. However, all common zeroes result in a vanishing residue.…”
Section: First Passage Time Density From the Relaxation Spectrummentioning
confidence: 99%
“…One can prove that setting x = a in equations (2) and ( [59]). Based on the interlacing in equation (4) we are now in the position to determine the entire first passage time statistics from the relaxation eigenspectrum,…”
Section: First Passage Time Density From the Relaxation Spectrummentioning
confidence: 99%
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