We study the Parallel Replica Dynamics in a general setting. We introduce a trajectory fragment framework that can be used to design and prove consistency of Parallel Replica algorithms for generic Markov processes. We use our framework to formulate a novel condition that guarantees an asynchronous algorithm is consistent. Exploiting this condition and our trajectory fragment framework, we present new synchronous and asynchronous Parallel Replica algorithms for piecewise deterministic Markov processes. ) 2. Notation. Throughout, X(t) t≥0 is a time homogeneous Markov process, either discrete or continuous in time, with values in a standard Borel state space; U is a subset of state space; and g is a real-valued function defined on state space. Without explicit mention we assume all sets are measurable and all functions are bounded and measurable. We write X(t) to refer to the process X(t) t≥0 at time t. We denote various expectations and probabilities by E and P, with the precise meaning being clear from context. We write L for the probability law of a random object, with L above an equals sign indicating equality in law. We say a random object is a copy of another random object if it has the same law as that object. When we say a collection of random objects is independent we mean these objects are mutually independent unless otherwise specified. We define a ∧ b = min{a, b} and a ∨ b = max{a, b}, and write ⌊s⌋ for the greatest integer less than or equal to s.
Metastability.Informally, U is a metastable set for X(t) t≥0 if X(t) t≥0 tends to reach a local equilibrium in U much faster than it escapes from U . Local equilibrium can be understood in terms of quasistationary distributions (QSDs):Definition 3.1. Fix a subset U of state space, and considerfor every t ≥ 0 and A ⊆ U .Note that ρ is supported in U . Equation (3.1) states that if X(0) is distributed as ρ and X(t) t≥0 does not escape from U by time t, then X(t) is distributed as ρ. Throughout, we will assume the QSD of X(t) t≥0 in U exists, is unique, and is the long time distribution of X(t) conditioned to never escape U . That is, we assume that for any initial distribution of X(0) supported in U , (3.2) ρ(A) = lim t→∞ P(X(t) ∈ A|X(s) ∈ U for s ∈ [0, t]) ∀ A ⊆ U.The QSD ρ can then be sampled as follows: choose a time T ρ corr (U ) for relaxation to ρ. Start X(t) t≥0 in U , and if it escapes from U before time t = T ρ corr (U ), restart it