A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model

DOI10.1214/16-AAP1217zbMath1370.60039arXiv1509.00302MaRDI QIDQ2013571

Publication date: 8 August 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.00302

zbMATH Keywords

weak convergence Markov chain Monte Carlo method phase transition scaling limit exponential ergodicity piecewise deterministic Markov process Curie-Weiss model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Functional limit theorems; invariance principles (60F17)

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