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Recently, Eldan, Koehler, and Zeitouni (2020) showed that Glauber dynamics mixes rapidly for general Ising models so long as the difference between the largest and smallest eigenvalues of the coupling matrix is at most $1 - \epsilon$ for…

Data Structures and Algorithms · Computer Science 2023-12-01 Dmitriy Kunisky

We study the ferromagnetic random field Ising model (RFIM) on a graph $G=(V,E)$ having maximal degree $\Delta$, where the external field at each vertex is an i.i.d. random variable. When the random field distribution is sufficiently…

Probability · Mathematics 2026-05-05 Yi Han

The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often yields pessimistic estimates and is challenging to infer…

Statistics Theory · Mathematics 2026-02-06 Geoffrey Wolfer , Pierre Alquier

We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…

Probability · Mathematics 2013-04-30 Yuval Peres , Perla Sousi

The Gibbs sampler, also known as the coordinate hit-and-run algorithm, is a Markov chain that is widely used to draw samples from probability distributions in arbitrary dimensions. At each iteration of the algorithm, a randomly selected…

Statistics Theory · Mathematics 2024-12-25 Neha S. Wadia

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time $t_{\text{mix}}$ of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from…

Machine Learning · Computer Science 2015-11-04 Daniel Hsu , Aryeh Kontorovich , Csaba Szepesvári

The Ising model is widely regarded as the most studied model of spin-systems in statistical physics. The focus of this paper is its dynamic (stochastic) version, the Glauber dynamics, introduced in 1963 and by now the most popular means of…

Probability · Mathematics 2010-08-09 Eyal Lubetzky , Allan Sly

We analyze a Markov chain, known as the product replacement chain, on the set of generating $n$-tuples of a fixed finite group $G$. We show that as $n \rightarrow \infty$, the total-variation mixing time of the chain has a cutoff at time…

Probability · Mathematics 2018-05-15 Yuval Peres , Ryokichi Tanaka , Alex Zhai

In the hard-core model on a finite graph we are given a parameter lambda>0, and an independent set I arises with probability proportional to lambda^|I|. On infinite graphs a Gibbs distribution is defined as a suitable limit with the correct…

Combinatorics · Mathematics 2016-11-04 Antonio Blanca , David Galvin , Dana Randall , Prasad Tetali

We use coupling to study the time taken until the distribution of a statistic on a Markov chain is close to its stationary distribution. Coupling is a common technique used to obtain upper bounds on mixing times of Markov chains, and we…

Probability · Mathematics 2019-10-09 Graham White

In the Fastest Mixing Markov Chain problem, we are given a graph $G = (V, E)$ and desire the discrete-time Markov chain with smallest mixing time $\tau$ subject to having equilibrium distribution uniform on $V$ and non-zero transition…

Probability · Mathematics 2024-12-11 Sam Olesker-Taylor , Luca Zanetti

The cutoff phenomenon describes a sharp transition in the convergence of a Markov chain to equilibrium. In recent work, the authors established cutoff and its location for the stochastic Ising model on the $d$-dimensional torus $(Z/nZ)^d$…

Probability · Mathematics 2012-11-06 Eyal Lubetzky , Allan Sly

We prove an optimal $\Omega(n^{-1})$ lower bound for modified log-Sobolev (MLS) constant of the Glauber dynamics for anti-ferromagnetic two-spin systems with $n$ vertices in the tree uniqueness regime. Specifically, this optimal MLS bound…

Mathematical Physics · Physics 2022-03-16 Xiaoyu Chen , Weiming Feng , Yitong Yin , Xinyuan Zhang

We study Glauber dynamics for sampling from discrete distributions $\mu$ on the hypercube $\{\pm 1\}^n$. Recently, techniques based on spectral independence have successfully yielded optimal $O(n)$ relaxation times for a host of different…

Probability · Mathematics 2023-07-21 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

Glauber dynamics of the Ising model on a random regular graph is known to mix fast below the tree uniqueness threshold and exponentially slowly above it. We show that Kawasaki dynamics of the canonical ferromagnetic Ising model on a random…

Probability · Mathematics 2025-08-25 Roland Bauerschmidt , Thierry Bodineau , Benoit Dagallier

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

Probability · Mathematics 2017-05-08 Florian Bouguet , Bertrand Cloez

The random-cluster model is a unifying framework for studying random graphs, spin systems in physics and random spanning trees. The model is closely related to, though much more general than the classical Ising and Potts models, but its…

Probability · Mathematics 2015-07-14 Antonio Blanca , Alistair Sinclair

We consider the stochastic Ising model on sparse Erdos-Renyi graphs $G(n,d/n)$ with $d>1$ at the critical temperature $\beta_c=\tanh^{-1}(d^{-1})$ and prove that with high probability, the mixing time is at most polynomial in $n$. Our…

Probability · Mathematics 2025-10-09 Kyprianos-Iason Prodromidis , Allan Sly

Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…