Attracting random walks

DOI10.1214/20-EJP471zbMATH Open1456.60177arXiv1903.00427OpenAlexW3040216983MaRDI QIDQ782821FDOQ782821

Julia Gaudio, Yury Polyanskiy

Publication date: 29 July 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with probability proportional to the exponent of the number of other particles at a vertex. From an applied standpoint, the model captures the rich get richer phenomenon. We show that the Markov chain exhibits a phase transition in mixing time, as the parameter governing the attraction is varied. Namely, mixing time is $O(nlogn)$ when the temperature is sufficiently high and $exp(Omega(n))$ when temperature is sufficiently low. When $mathcalG$ is the complete graph, the model is a projection of the Potts model, whose mixing properties and the critical temperature have been known previously. However, for any other graph our model is non-reversible and does not seem to admit a simple Gibbsian description of a stationary distribution. Notably, we demonstrate existence of the dynamic phase transition without decomposing the stationary distribution into phases.

Full work available at URL: https://arxiv.org/abs/1903.00427

zbMATH Keywords

Markov chainsinteracting particle systemsPotts model

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

• Glauber dynamics for the mean-field Potts model
• Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
• Counting Walks and Graph Homomorphisms via Markov Chains and Importance Sampling
• Variable length path coupling

Cited In (2)

• Random walk weakly attracted to a wall
• ``True self-attracting walk

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