Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability
Levin, David A.; Luczak, Malwina J.; and Peres, Yuval
(2010)
Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability
Probability Theory and Related Fields, 146 (1-2).
pp. 223-265.
ISSN 0178-8051
We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie–Weiss Model. For β < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window of order n centered at [2(1 − β)]−1 n log n. For β = 1, we prove that the mixing time is of order n 3/2. For β > 1, we study metastability. In particular, we show that the Glauber dynamics restricted to states of non-negative magnetization has mixing time O(n log n).
| Item Type | Article |
|---|---|
| Copyright holders | © 2010 Springer |
| Keywords | Markov chains, Ising model, Curie–Weiss model, mixing time, cut-off, coupling, glauber dynamics, metastability, heat-bath dynamics, mean-field model |
| Departments | Mathematics |
| DOI | 10.1007/s00440-008-0189-z |
| Date Deposited | 01 Dec 2010 12:18 |
| URI | https://researchonline.lse.ac.uk/id/eprint/29589 |
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