SearcharxivSearch

arXiv · 1708.04263

Uniqueness of Gibbs Measures for Continuous Hardcore Models

Abstract

We formulate a continuous version of the well known discrete hardcore (or independent set) model on a locally finite graph, parameterized by the so-called activity parameter $\lambda > 0$. In this version, the state or "spin value" $x_u$ of any node $u$ of the graph lies in the interval $[0,1]$, the hardcore constraint $x_u + x_v \leq 1$ is satisfied for every edge $(u,v)$ of the graph, and the space of feasible configurations is given by a convex polytope. When the graph is a regular tree, we show that there is a unique Gibbs measure associated to each activity parameter $\lambda>0$. Our result shows that, in contrast to the standard discrete hardcore model, the continuous hardcore model does not exhibit a phase transition on the infinite regular tree. We also consider a family of continuous models that interpolate between the discrete and continuous hardcore models on a regular tree when $\lambda = 1$ and show that each member of the family has a unique Gibbs measure, even when the discrete model does not. In each case, the proof entails the analysis of an associated Hamiltonian dynamical system that describes a certain limit of the marginal distribution at a node. Furthermore, given any sequence of regular graphs with fixed degree and girth diverging to infinity, we apply our results to compute the asymptotic limit of suitably normalized volumes of the corresponding sequence of convex polytopes of feasible configurations. In particular, this yields an approximation for the partition function of the continuous hard core model on a regular graph with large girth in the case $\lambda = 1$.

Explore related subjects

Keep this discovery

BibTeXRIS

David Gamarnik, Kavita Ramanan. 2017-08-14. Uniqueness of Gibbs Measures for Continuous Hardcore Models. https://arxiv.org/abs/1708.04263

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR