The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model

被引:0
作者
Jian Ding
Eyal Lubetzky
Yuval Peres
机构
[1] UC Berkeley,Department of Statistics
[2] Microsoft Research,undefined
[3] One Microsoft Way,undefined
来源
Communications in Mathematical Physics | 2009年 / 289卷
关键词
Markov Chain; Stationary Distribution; Ising Model; Transition Kernel; High Temperature Regime;
D O I
暂无
中图分类号
学科分类号
摘要
We consider Glauber dynamics for the Ising model on the complete graph on n vertices, known as the Curie-Weiss model. It is well-known that the mixing-time in the high temperature regime (β < 1) has order n log n, whereas the mixing-time in the case β > 1 is exponential in n. Recently, Levin, Luczak and Peres proved that for any fixed β < 1 there is cutoff at time \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\frac{1}{2(1-\beta)}n\log n}$$\end{document} with a window of order n, whereas the mixing-time at the critical temperature β = 1 is Θ(n3/2). It is natural to ask how the mixing-time transitions from Θ(n log n) to Θ(n3/2) and finally to exp (Θ(n)). That is, how does the mixing-time behave when β = β(n) is allowed to tend to 1 as n → ∞. In this work, we obtain a complete characterization of the mixing-time of the dynamics as a function of the temperature, as it approaches its critical point βc = 1. In particular, we find a scaling window of order \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${1/\sqrt{n}}$$\end{document} around the critical temperature. In the high temperature regime, β = 1 − δ for some 0 < δ < 1 so that δ2n → ∞ with n, the mixing-time has order (n/δ) log(δ2n), and exhibits cutoff with constant \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\frac{1}{2}}$$\end{document} and window size n/δ. In the critical window, β = 1± δ, where δ2n is O(1), there is no cutoff, and the mixing-time has order n3/2. At low temperature, β = 1 + δ for δ > 0 with δ2n → ∞ and δ = o(1), there is no cutoff, and the mixing time has order \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\frac{n}{\delta}{\rm exp}\left((\frac{3}{4}+o(1))\delta^2n\right)}$$\end{document}.
引用
收藏
页码:725 / 764
页数:39
相关论文
共 9 条
  • [1] Ellis R.S.(1978)Limit theorems for sums of dependent random variables occurring in statistical mechanics Z. Wahrsch. Verw. Gebiete 44 117-139
  • [2] Newman C.M.(1980)Limit theorems for sums of dependent random variables occurring in statistical mechanics. II. Conditioning, multiple phases, and metastability Z. Wahrsch. Verw. Gebiete 51 153-169
  • [3] Ellis R.S.(1966)Relaxation Times for Metastable States in the Mean-Field Model of a Ferromagnet Phys. Rev. 149 301-305
  • [4] Newman C.M.(2003)Glauber Dynamics on the Cycle is Monotone Probab. Th. Rel. Fields 127 177-185
  • [5] Rosen J.S.(undefined)undefined undefined undefined undefined-undefined
  • [6] Griffiths R.B.(undefined)undefined undefined undefined undefined-undefined
  • [7] Weng C.-Y.(undefined)undefined undefined undefined undefined-undefined
  • [8] Langer J.S.(undefined)undefined undefined undefined undefined-undefined
  • [9] Nacu Ş.(undefined)undefined undefined undefined undefined-undefined