English

Performance of the Metropolis algorithm on a disordered tree: The Einstein relation

Probability 2014-07-03 v3 Disordered Systems and Neural Networks Data Structures and Algorithms

Abstract

Consider a dd-ary rooted tree (d3d\geq3) where each edge ee is assigned an i.i.d. (bounded) random variable X(e)X(e) of negative mean. Assign to each vertex vv the sum S(v)S(v) of X(e)X(e) over all edges connecting vv to the root, and assume that the maximum SnS_n^* of S(v)S(v) over all vertices vv at distance nn from the root tends to infinity (necessarily, linearly) as nn tends to infinity. We analyze the Metropolis algorithm on the tree and show that under these assumptions there always exists a temperature 1/β1/\beta of the algorithm so that it achieves a linear (positive) growth rate in linear time. This confirms a conjecture of Aldous [Algorithmica 22 (1998) 388-412]. The proof is obtained by establishing an Einstein relation for the Metropolis algorithm on the tree.

Keywords

Cite

@article{arxiv.1304.0552,
  title  = {Performance of the Metropolis algorithm on a disordered tree: The Einstein relation},
  author = {Pascal Maillard and Ofer Zeitouni},
  journal= {arXiv preprint arXiv:1304.0552},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AAP972 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T23:51:58.417Z