TY - GEN A1 - Sarich, Marco A1 - Schütte, Christof T1 - Utilizing hitting times for finding metastable sets in non-reversible Markov chains N2 - Techniques for finding metastable or almost invariant sets have been investigated, e.g., for deterministic dynamical systems in set-oriented numerics, for stochastic processes in molecular dynamics, and for random walks on complex networks. Most prominent algorithms are based on spectral apporaches and identify metastable sets via the doimant eigenvalues of the transfer operator associated with the dynamical system under consideration. These algorithms require the dominant eigenvalues to be real-valued. However, for many types of dynamics, e.g. for non-reversible Markov chains, this condition is not met. In this paper we utilize the hitting time apporach to metastable sets and demonstrate how the wellknown statements about optimal metastable decompositions of reversible chains can be reformulated for non-reversible chains if one switches from a spectral approach to an exit time approach. The performance of the resulting algorithm is illustrated by numerical experiments on random walks on complex networks. T3 - ZIB-Report - 14-32 KW - metastability KW - hitting times KW - non-reversible Markov chain KW - directed networks KW - random walk Y1 - 2014 UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/5120 UR - https://nbn-resolving.org/urn:nbn:de:0297-zib-51209 SN - 1438-0064 ER -