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Mixing time for the Ising model : a uniform lower bound for all graphs

Jian DingYuval Peres — 2011

Annales de l'I.H.P. Probabilités et statistiques

Consider Glauber dynamics for the Ising model on a graph of vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least log /(), where is the maximum degree and () = (log2). Their result applies to more general spin systems, and in that generality, they showed that some dependence on is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any -vertex graph is at least (1/4 + o(1))log .

Persistence of iterated partial sums

Amir DemboJian DingFuchang Gao — 2013

Annales de l'I.H.P. Probabilités et statistiques

Let S n ( 2 ) denote the iterated partial sums. That is, S n ( 2 ) = S 1 + S 2 + + S n , where S i = X 1 + X 2 + + X i . Assuming X 1 , X 2 , ... , X n are integrable, zero-mean, i.i.d. random variables, we show that the persistence probabilities p n ( 2 ) : = max 1 i n S i ( 2 ) l t ; 0 c 𝔼 | S n + 1 | ( n + 1 ) 𝔼 | X 1 | , with c 6 30 (and c = 2 whenever X 1 is symmetric). The converse inequality holds whenever the non-zero min ( - X 1 , 0 ) is bounded or when it has only finite third moment and in addition X 1 is squared integrable. Furthermore, p n ( 2 ) n - 1 / 4 for any non-degenerate squared integrable, i.i.d., zero-mean X i . In contrast, we show that for any 0 l t ; γ l t ; 1 / 4 there exist integrable, zero-mean...

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