Damage spreading and coupling in Markov chains
In this paper, we relate the coupling of Markov chains, at the basis of perfect sampling methods, with damage spreading, which captures the chaotic nature of stochastic dynamics. For two-dimensional spin glasses and hard spheres we point out that the obstacle to the application of perfect-sampling s...
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Veröffentlicht in: | Europhysics letters 2010-12, Vol.92 (6), p.60004 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper, we relate the coupling of Markov chains, at the basis of perfect sampling methods, with damage spreading, which captures the chaotic nature of stochastic dynamics. For two-dimensional spin glasses and hard spheres we point out that the obstacle to the application of perfect-sampling schemes is posed by damage spreading rather than by the survey problem of the entire configuration space. We find dynamical damage-spreading transitions deeply inside the paramagnetic and liquid phases, and we show that the critical values of the transition temperatures and densities depend on the coupling scheme. We discuss our findings in the light of a classic proof that for arbitrary Monte Carlo algorithms damage spreading can be avoided through non-Markovian coupling schemes. |
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ISSN: | 0295-5075 1286-4854 |
DOI: | 10.1209/0295-5075/92/60004 |