Concentration inequalities for polynomials of contracting Ising models (Q1990045)
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English | Concentration inequalities for polynomials of contracting Ising models |
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Concentration inequalities for polynomials of contracting Ising models (English)
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24 October 2018
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The authors study the concentration of a degree-\(d\) polynomial of the \(N\) spins of a general Ising model, in the regime where the single-site Glauber dynamics is contracting. The authors deal with polynomials of Ising models with no external field. They show that, in the presence of an external field, such polynomials may not be concentrated. The following theorem is proved: Theorem 1. For every \(\alpha, d > 0\), there exists \(C(\alpha, d) > 0\) so that the following holds. Let \(\pi\) be the distribution of the Ising model on \(N\) spins with couplings \(\{J_{ij}\}\) satisfying \(\sum _{j:j\sim i} |J_{ij}|\leq 1-\alpha\) for all \(1\leq i\leq N\). For every polynomial \(f\in \mathbb{R}[\sigma_1, \dots, \sigma_N]\) of total-degree \(d\) with coefficients in \([-K,K]\), Var\(_{\pi}(f)\leq CK^2N^{d},\) and for every \(r > 0\), \(\mathbb{P}_{\pi}\left(N^{-d/2}|f(\sigma)-\mathbb{E}_{\pi}[f(\sigma)]|\geq r\right) \leq CN^{d^{2}} \exp\left(-\frac{r^{2/d}}{CK^{2/d}} \right).\) Moreover, the inequalities hold for every Ising model with couplings \(\{J_{ij}\}\) for which the corresponding ferromagnetic model with interactions \(\{|J_{ij}|\}\) is \((1-\frac{\alpha}{N})\)-contracting. Then, the authors prove the special and more straightforward cases of concentration for quadratic functions of the Ising model. Finally, by using Chebyshev's inequality, the authors obtain the upper bounds of Var\((Z_k)\) for a ferromagnetic Ising model. They also study the symmetrized Kullback-Leibler divergence.
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Ising model
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concentration of measure
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contraction
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independence testing
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