Abstract
We consider the coupling from the past implementation of the random–cluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices embedded on tori, in dimensions one to three, with cluster fugacity at least one. We make a number of conjectures regarding the asymptotic behaviour of the coupling time, motivated by rigorous results in one dimension and Monte Carlo simulations in dimensions two and three. Amongst our findings, we observe that, for generic parameter values, the distribution of the appropriately standardized coupling time converges to a Gumbel distribution, and that the standard deviation of the coupling time is asymptotic to an explicit universal constant multiple of the relaxation time. Perhaps surprisingly, we observe these results to hold both off criticality, where the coupling time closely mimics the coupon collector’s problem, and also at the critical point, provided the cluster fugacity is below the value at which the transition becomes discontinuous. Finally, we consider analogous questions for the single-spin Ising heat-bath process.
| Original language | English |
|---|---|
| Pages (from-to) | 22-61 |
| Number of pages | 40 |
| Journal | Journal of Statistical Physics |
| Volume | 170 |
| Issue number | 1 |
| Early online date | 10 Nov 2017 |
| DOIs | |
| Publication status | Published - 1 Jan 2018 |
Bibliographical note
The final publication is available at Springer via http://dx.doi.org/10.1007/s10955-017-1912-xFunding
Fig. 12 (Color online) Histogram of S at high temperature (left) and criticality (right), with parameters as specified in the figure. Here p(s) denotes the probability density function of S. For comparison, the solid green line shows the probability density function corresponding to (2.19) Acknowledgements The authors thank Youjin Deng, Alan Sokal, and Ulli Wolff for useful discussions, and an anonymous referee for helpful comments. This work was supported under the Australian Research Council’s Discovery Projects funding scheme (project numbers DP140100559 & DP110101141), and T.G. is the recipient of an Australian Research Council Future Fellowship (project number FT100100494). A.C. would like to thank STREP project MATHEMACS. The work of EE and MW was partially supported by the European Commission through the IRSES network DIONICOS (PIRSES-GA-2013-612707).
Keywords
- Coupling from the past
- Markov-chain Monte Carlo
- Random–cluster model
- Relaxation time
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Mathematical Physics
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