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

DOI10.1007/S10955-012-0473-2zbMATH Open1243.82019arXiv1107.1680OpenAlexW2086876462WikidataQ99980087 ScholiaQ99980087MaRDI QIDQ425216FDOQ425216

Authors: Emilio De Santis, Andrea Lissandrelli 

Publication date: 7 June 2012

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

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.

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

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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)

Cites Work

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

Cited In (11)

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• Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations
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• 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

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