English

Mixing and perfect sampling in one-dimensional particle systems

Statistical Mechanics 2019-04-17 v1

Abstract

We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dimensional hard-sphere model. Using the connection to the coupon-collector problem, we prove that a specific version of this local irreversible Markov chain realizes perfect sampling in O(N^2 log N) events, whereas the reversible local Metropolis algorithm requires O(N^3 log N) time steps for mixing. This confirms a special case of an earlier conjecture about O(N^2 log N) scaling of mixing times of ECMC and of the forward Metropolis algorithm, its discretized variant. We furthermore prove that sequential ECMC (with swaps) realizes perfect sampling in O(N^2) events. Numerical simulations indicate a cross-over towards O(N^2 log N) mixing for the sequential forward swap Metropolis algorithm, that we introduce here. We point out open mathematical questions and possible applications of our findings to higher-dimensional statistical-physics models.

Keywords

Cite

@article{arxiv.1806.06786,
  title  = {Mixing and perfect sampling in one-dimensional particle systems},
  author = {Ze Lei and Werner Krauth},
  journal= {arXiv preprint arXiv:1806.06786},
  year   = {2019}
}

Comments

7 pages, 7 figures

R2 v1 2026-06-23T02:33:30.662Z