Exponential convergence to equilibrium for a class of random-walk models

DOI10.1007/BF01019776zbMath0668.60061OpenAlexW2065557403WikidataQ56893738 ScholiaQ56893738MaRDI QIDQ1118259

Lawrence E. Thomas, Alan D. Sokal

Publication date: 1989

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01019776

zbMATH Keywords

Monte Carlo algorithmgeometric ergodicityself-avoiding walkexponential convergence to equilibriumdynamic critical phenomena

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stochastic mechanics (including stochastic electrodynamics) (81P20) (L^p)-limit theorems (60F25)

Related Items (16)

Markov chain decomposition for convergence rate analysis ⋮ Spectral gap and convergence rate for discrete-time Markov chains ⋮ Convergence rates for reversible Markov chains without the assumption of nonnegative definite matrices ⋮ Mean-field critical behaviour for percolation in high dimensions ⋮ Absence of mass gap for a class of stochastic contour models. ⋮ Nonlocal Monte Carlo algorithm for self-avoiding walks with fixed endpoints. ⋮ Exploring the worldline formulation of the Potts model ⋮ Spectral gap for zero-range dynamics ⋮ Self-testing algorithms for self-avoiding walks ⋮ Bound on the mass gap for a stochastic contour model at low temperature ⋮ Join-and-Cut algorithm for self-avoiding walks with variable length and free endpoints ⋮ Shannon entropy: a rigorous notion at the crossroads between probability, information theory, dynamical systems and statistical physics ⋮ Bound on the mass gap for finite volume stochastic Ising models at low temperature ⋮ Mean-field critical behaviour for correlation length for percolation in high dimensions ⋮ A Monte Carlo algorithm for lattice ribbons. ⋮ Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates

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