Convergence to equilibrium for finite Markov processes, with application to the Random Energy Model

Abstract

We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium. As an example of application we consider a special case of finite state Markov process in random environment: the Metropolis dynamics of the Random Energy Model. We also study the process of the environment as seen from the process.