4.3 Article

Glauber dynamics for the mean-field Ising model: cut-off, critical power law, and metastability

期刊

PROBABILITY THEORY AND RELATED FIELDS
卷 146, 期 1-2, 页码 223-265

出版社

SPRINGER HEIDELBERG
DOI: 10.1007/s00440-008-0189-z

关键词

Markov chains; Ising model; Curie-Weiss model; Mixing time; Cut-off; Coupling; Glauber dynamics; Metastability; Heat-bath dynamics; Mean-field model

资金

  1. NSF [DMS-0605166]

向作者/读者索取更多资源

We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window of order n centered at [2(1 - beta)](-1)n log n. For beta = 1, we prove that the mixing time is of order n(3/2). For beta > 1, we study metastability. In particular, we show that the Glauber dynamics restricted to states of non-negative magnetization has mixing time O(n log n).

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