Sampling the Fermi statistics and other conditional product measures

DOI10.1214/10-AIHP385MaRDI QIDQ720743zbMATH OpenFDO

Authors Alexandre Gaudillière, Julien Reygner

Publication date 11 October 2011

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0911.4565, https://eudml.org/doc/243449

zbMATH Keywords

samplingMarkov chainMetropolis algorithmmixing timeproduct measureconservative dynamics

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Abstract: Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term km(ln k) for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous) products of ultra log-concave measures (like binomial or Poisson laws) with a global constraint. As a consequence of this general result we also obtain a disorder-independent upper bound on the mixing time of a simple exclusion process on the complete graph with site disorder. This general result is based on an elementary coupling argument and extended to (non-homogeneous) products of log-concave measures.

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Cited in

(4)

• Sampling measures, Muckenhoupt Hamiltonians, and triangular factorization
• Phase transitions for the cavity approach to the clique problem on random graphs
• Analyzing Boltzmann Samplers for Bose–Einstein Condensates with Dirichlet Generating Functions
• The mixing time for simple exclusion

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