English

Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations

Probability 2015-05-13 v3 Mathematical Physics math.MP

Abstract

In this paper we address the questions of perfectly sampling a Gibbs measure with infinite range interactions and of perfectly sampling the measure together with its finite range approximations. We solve these questions by introducing a perfect simulation algorithm for the measure and for the coupled measures. The algorithm works for general Gibbsian interaction under requirements on the tails of the interaction. As a consequence we obtain an upper bound for the error we make when sampling from a finite range approximation instead of the true infinite range measure.

Keywords

Cite

@article{arxiv.0904.1845,
  title  = {Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations},
  author = {Antonio Galves and Eva Loecherbach and Enza Orlandi},
  journal= {arXiv preprint arXiv:0904.1845},
  year   = {2015}
}