Stein's method for stationary distributions of Markov chains and application to Ising models

DOI10.1214/19-AAP1479MaRDI QIDQ2286465zbMATH OpenOpenAlexFDO

Authors Guy Bresler, Dheeraj Nagaraj

Publication date 22 January 2020

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

Full work available at URL https://arxiv.org/abs/1712.05743

zbMATH Keywords

Curie-Weiss modelgraph sparsificationIsing modelStein's method

Mathematics Subject Classification ID

Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We develop a new technique, based on Stein's method, for comparing two stationary distributions of irreducible Markov Chains whose update rules are `close enough'. We apply this technique to compare Ising models on $d$-regular expander graphs to the Curie-Weiss model (complete graph) in terms of pairwise correlations and more generally $k$th order moments. Concretely, we show that $d$-regular Ramanujan graphs approximate the $k$th order moments of the Curie-Weiss model to within average error $k/sqrtd$ (averaged over the size $k$ subsets). The result applies even in the low-temperature regime; we also derive some simpler approximation results for functionals of Ising models that hold only at high enough temperatures.

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Cited in

(14)

• Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process
• Approximating the magnetization in the Curie-Weiss model
• On mixing of Markov chains: coupling, spectral independence, and entropy factorization
• Higher order concentration for functions of weakly dependent random variables
• Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs
• Stein's method for negatively associated random variables with applications to second-order stationary random fields
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• Fluctuations in mean-field Ising models
• Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator
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• Asymptotic behaviour of the noisy voter model density process
• Stein's method and characteristic functions
• Second-order approximation of exponential random graph models
• Stein's method for ergodic rates of stochastically monotone Markov chains

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