SearcharxivSearch

arXiv · 1912.10591

Glauber dynamics on the Erd\H{o}s-R\'enyi random graph

Abstract

We investigate the effect of disorder on the Curie-Weiss model with Glauber dynamics. In particular, we study metastability for spin-flip dynamics on the Erd\H{o}s-R\'enyi random graph $ER_n(p)$ with $n$ vertices and with edge retention probability $p \in (0,1)$. Each vertex carries an Ising spin that can take the values $-1$ or $+1$. Single spins interact with an external magnetic field $h \in (0,\infty)$, while pairs of spins at vertices connected by an edge interact with each other with ferromagnetic interaction strength $1/n$. Spins flip according to a Metropolis dynamics at inverse temperature $\beta$. The standard Curie-Weiss model corresponds to the case $p=1$, because $ER_n(1) = K_n$ is the complete graph on $n$ vertices. For $\beta>\beta_c$ and $h \in (0,p \chi(\beta p))$ the system exhibits \emph{metastable behaviour} in the limit as $n\to\infty$, where $\beta_c=1/p$ is the \emph{critical inverse temperature} and $\chi$ is a certain \emph{threshold function} satisfying $\lim_{\lambda\to\infty} \chi(\lambda) =1$ and $\lim_{\lambda \downarrow 1} \chi(\lambda)=0$. We compute the average crossover time from the \emph{metastable set} (with magnetization corresponding to the `minus-phase') to the \emph{stable set} (with magnetization corresponding to the `plus-phase'). We show that the average crossover time grows exponentially fast with $n$, with an exponent that is the same as for the Curie-Weiss model with external magnetic field $h$ and with ferromagnetic interaction strength $p/n$. We show that the correction term to the exponential asymptotics is a multiplicative error term that is \emph{at most polynomial} in $n$. For the complete graph $K_n$ the correction term is known to be a multiplicative constant.

Explore related subjects

Keep this discovery

BibTeXRIS

Frank den Hollander, Oliver Jovanovski. 2019-12-23. Glauber dynamics on the Erd\H{o}s-R\'enyi random graph. https://arxiv.org/abs/1912.10591

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