  The parallel replica dynamics, originally developed by A.F. Voter,
efficiently simulates very long trajectories of metastable Langevin dynamics.
We present an analogous algorithm for discrete time Markov processes. Such
Markov processes naturally arise, for example, from the time discretization of
a continuous time stochastic dynamics. Appealing to properties of
quasistationary distributions, we show that our algorithm reproduces exactly
(in some limiting regime) the law of the original trajectory, coarsened over
the metastable states.
