Convergence Time to Equilibrium of the Metropolis Dynamics for the GREM
We study the convergence time to equilibrium of the Metropolis dynamics for the generalized random energy model with an arbitrary number of hierarchical levels, a finite and reversible continuous-time Markov process, in terms of the spectral gap of its transition probability matrix. This is done by...
Gespeichert in:
Veröffentlicht in: | Journal of statistical physics 2020, Vol.178 (1), p.297-317 |
---|---|
Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | We study the convergence time to equilibrium of the Metropolis dynamics for the generalized random energy model with an arbitrary number of hierarchical levels, a finite and reversible continuous-time Markov process, in terms of the spectral gap of its transition probability matrix. This is done by deducing bounds to the inverse of the gap using a Poincaré inequality and a path technique. We also apply convex analysis tools to give the bounds in the most general case of the model. |
---|---|
ISSN: | 0022-4715 1572-9613 |
DOI: | 10.1007/s10955-019-02433-x |