On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model

DOI10.1007/S10955-017-1912-XzbMATH Open1428.82008arXiv1705.07189OpenAlexW2619174550MaRDI QIDQ1706299FDOQ1706299

Authors: Andrea Collevecchio, Eren Metin Elçi, Timothy M. Garoni, Martin Weigel 

Publication date: 21 March 2018

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We consider the coupling from the past implementation of the random-cluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices embedded on tori, in dimensions one to three, with cluster fugacity at least one. We make a number of conjectures regarding the asymptotic behaviour of the coupling time, motivated by rigorous results in one dimension and Monte Carlo simulations in dimensions two and three. Amongst our findings, we observe that, for generic parameter values, the distribution of the appropriately standardized coupling time converges to a Gumbel distribution, and that the standard deviation of the coupling time is asymptotic to an explicit universal constant multiple of the relaxation time. Perhaps surprisingly, we observe these results to hold both off criticality, where the coupling time closely mimics the coupon collector's problem, and also at the critical point, provided the cluster fugacity is below the value at which the transition becomes discontinuous. Finally, we consider analogous questions for the single-spin Ising heat-bath process.

Full work available at URL: https://arxiv.org/abs/1705.07189

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zbMATH Keywords

Markov-chain Monte Carlorelaxation timecoupling from the pastrandom-cluster model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Monte Carlo methods applied to problems in statistical mechanics (82M31)

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Cited In (1)

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