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Related papers: Cutoff for East models

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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

We develop a method of stochastic differential equation to simulate electron acceleration at astrophysical shocks. Our method is based on It\^{o}'s stochastic differential equations coupled with a particle splitting, employing a skew…

High Energy Astrophysical Phenomena · Physics 2015-03-09 Ryo Yamazaki , Tatsuo Yoshida , Yuka Tsuchihashi , Ryosuke Nakajima , Yutaka Ohira , Shohei Yanagita

As the simplest model of transport of interacting particles in a disordered medium, we consider the asymmetric simple exclusion process (ASEP) in which particles with hard-core interactions perform biased random walks, on the supercritical…

Statistical Mechanics · Physics 2024-12-16 Chandrashekar Iyer , Mustansir Barma , Hunnervir Singh , Deepak Dhar

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

Statistics Theory · Mathematics 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

Let C_n be the origin-containing cluster in subcritical percolation on the lattice (1/n) Z^d, viewed as a random variable in the space Omega of compact, connected, origin-containing subsets of R^d, endowed with the Hausdorff metric delta.…

Probability · Mathematics 2007-05-23 Yevgeniy Kovchegov , Scott Sheffield

In this article, we prove the cutoff phenomenon for a general class of the discrete-time nonlinear recombination models. This system models the evolution of a probability measure on a finite product space $S^n$ representing the state of…

Probability · Mathematics 2025-10-14 Junho Kim , Insuk Seo

We show that a sequence of birth-and-death chains, given by lazy random walks in a (transient) environment (RWRE) on [0; n], exhibits a cutoff in the ballistic regime but does not exhibit a cutoff in the (interior of) the subballistic…

Probability · Mathematics 2013-05-17 Nina Gantert , Thomas Kochler

In this article, we consider the ABC model in contact with slow/fast reservoirs. In this model, there is at most one particle per site, which can be of type $\alpha\in\{A,B,C\}$ and particles exchange positions in the discrete set of points…

Probability · Mathematics 2022-05-24 Patricia Gonçalves , Ricardo Misturini , Alessandra Occelli

The properties of excited nuclear matter and the quest for a phase transition which is expected to exist in this system are the subject of intensive investigations. High energy nuclear collisions between finite nuclei which lead to matter…

Nuclear Theory · Physics 2009-11-06 J. Richert , P. Wagner

We study the early time dynamics of the 2d ferromagnetic Ising model instantaneously quenched from the disordered to the ordered, low temperature, phase. We evolve the system with kinetic Monte Carlo rules that do not conserve the order…

Statistical Mechanics · Physics 2018-02-07 Thibault Blanchard , Leticia F. Cugliandolo , Marco Picco , Alessandro Tartaglia

In first-passage percolation, one places nonnegative i.i.d. random variables (T(e)) on the edges of Z^d. A geodesic is an optimal path for the passage times T(e). Consider a local property of the time environment. We call it a pattern. We…

Probability · Mathematics 2023-10-09 Antonin Jacquet

The voter model on $\mathbb{Z}^d$ is a particle system that serves as a rough model for changes of opinions among social agents or, alternatively, competition between biological species occupying space. When $d \geq 3$, the set of…

Probability · Mathematics 2016-02-19 Balazs Rath , Daniel Valesin

Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…

Probability · Mathematics 2013-12-30 Enrique D. Andjel , Maria Eulalia Vares

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 behavior of lattice models in which time reversibility is enforced at the level of trajectories (microscopic reversibility) is studied analytically. Conditions for ergodicity breaking are explored, and a few examples of systems…

Statistical Mechanics · Physics 2025-02-17 Piero Olla

We present new concentration of measure inequalities for Markov chains, generalising results for chains that are contracting in Wasserstein distance. These are particularly suited to establishing the cut-off phenomenon for suitable chains.…

Probability · Mathematics 2022-05-24 Andrew Barbour , Graham Brightwell , Malwina Luczak

We study the Markov chain $x_{n+1}=ax_n+b_n$ on a finite field $\mathbb{F}_p$, where $a \in \mathbb{F}_p$ is fixed and $b_n$ are independent and identically distributed random variables in $\mathbb{F}_p$. Conditionally on the Riemann…

Probability · Mathematics 2022-08-25 Emmanuel Breuillard , Péter P. Varjú

We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…

Statistical Mechanics · Physics 2023-03-24 Andreas Dechant , Jerome Garnier-Brun , Shin-ichi Sasa

The cutoff phenomenon describes a case where a Markov chain exhibits a sharp transition in its convergence to stationarity. In 1996, Diaconis surveyed this phenomenon, and asked how one could recognize its occurrence in families of finite…

Probability · Mathematics 2008-10-06 Jian Ding , Eyal Lubetzky , Yuval Peres

We study the mixing time of the $(n,k)$ Bernoulli--Laplace urn model, where $k\in\{0,1,\ldots,n\}$. Consider two urns, each containing $n$ balls, so that when combined they have precisely $n$ red balls and $n$ white balls. At each step of…

Probability · Mathematics 2020-02-25 Alexandros Eskenazis , Evita Nestoridi