Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes

DOI10.1007/S10955-012-0473-2MaRDI QIDQ425216zbMATH OpenOpenAlexWikidataFDO

Authors Emilio De Santis, Andrea Lissandrelli

Publication date 7 June 2012

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

Full work available at URL https://arxiv.org/abs/1107.1680

zbMATH Keywords

stochastic orderingGibbs measuresGalton-Watson processesperfect simulationIsing models

Mathematics Subject Classification ID

Random fields (60G60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: This paper deals with the problem of perfect sampling from a Gibbs measure with infinite range interactions. We present some sufficient conditions for the extinction of processes which are like supermartingales when large values are taken. This result has deep consequences on perfect simulation, showing that local modifications on the interactions of a model do not affect simulability. We also pose the question to optimize over a class of sequences of sets that influence the sufficient condition for the perfect simulation of the Gibbs measure. We completely solve this question both for the long range Ising models and for the spin models with finite range interactions.

Recommendations

• Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
• Perfect simulation for interacting point processes, loss networks and Ising models.
• Notes on perfect simulation
• Perfect Simulation of Conditionally Specified Models
• Perfect sampling for Gibbs point processes using partial rejection sampling

Cites work

• Exact Sampling from a Continuous State Space
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Exact simulation for discrete time spin systems and unilateral fields
• Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
• Probability with Martingales
• Processes with long memory: Regenerative construction and perfect simulation
• Propp-Wilson algorithms and finitary codings for high noise Markov random fields

Cited in

(11)

• scientific article; zbMATH DE number 1076107 (Why is no real title available?)
• scientific article; zbMATH DE number 2189792 (Why is no real title available?)
• Stochastic Ising model with flipping sets of spins and fast decreasing temperature
• Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
• Finitary codings for the random-cluster model and other infinite-range monotone models
• One-dimensional infinite memory imitation models with noise
• Monte Carlo Markov chains constrained on graphs for a target with disconnected support
• Finitary codings for spatial mixing Markov random fields
• Perfect simulation of autoregressive models with infinite memory
• Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
• Perfect simulation for the infinite random cluster model, Ising and Potts models at low or high temperature

This page was built for publication: Developments in perfect simulation of Gibbs measures through a new result for the extinction of Galton-Watson-like processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q425216)