SearcharxivSearch

arXiv · 2105.13486

A direct comparison between the mixing time of the interchange process with "few" particles and independent random walks

Abstract

We consider the interchange process with $k$ particles (${\rm IP}(k)$) on $n$-vertex hypergraphs in which each hyperedge $e$ rings at rate $r_e$. When $e$ rings, the particles occupying it are permuted according to a random permutation from some arbitrary law, where our only assumption is that ${\rm IP}(2)$ has uniform stationary distribution. We show that $t_{\rm mix}^{{\rm IP}(k)}(\epsilon)=O_{b}(t_{\rm mix}^{{\rm IP}(2)}(\epsilon/k))$, where $t_{\rm mix}^{{\rm IP}(i)}(\epsilon)$ is the $\epsilon$ total-variation mixing time of ${\rm IP}(i)$, provided that $kn^{-2}Rt_{\rm mix}^{{\rm IP}(2)}(\epsilon/k)=O((\epsilon/k)^b)$ for some $b>0$, where $R=\sum_e r_e|e|(|e|-1)$ is $n(n-1)$ times the particle-particle interaction rate at equilibrium. This has some consequences concerning the validity in this regime of conjectures of Oliveira about comparison of the $\epsilon$ mixing time of ${\rm IP}(k)$ to that of $k$ independent particles, each evolving according to ${\rm IP}(1)$, denoted ${\rm RW}(k)$, and of Caputo about comparison of the spectral-gap of ${\rm IP}(k)$ to that of a single particle ${\rm IP}(1)={\rm RW}(1)$. We also show that $t_{\rm mix}^{\mathrm{IP}(k)}(\epsilon) \asymp t_{\rm mix}^{{\rm RW}(1)}(\epsilon)\asymp t_{{\rm mix}}^{{\rm RW}(k)}(\epsilon k/4)$ for all $k\lesssim n^{1-\Omega(1)}$ and all $\epsilon\le\frac 1k\wedge\frac 14$ for vertex-transitive graphs of constant degree, as well as for general graphs satisfying a mild ("transience-like") heat-kernel condition. In the case where the particles occupying a hyperedge $e$ are permuted uniformly at random when $e$ rings we obtain results bounding the spectral gap of ${\rm IP}(k)$ in terms of that ${\rm RW}(1)$. The proof does not use Morris' chameleon process. It can be seen as a rigorous and direct way of arguing that when the number of particles is fairly small, the system behaves similarly to $k$ independent particles.

Explore related subjects

Keep this discovery

BibTeXRIS

Jonathan Hermon, Richard Pymar. 2021-05-27. A direct comparison between the mixing time of the interchange process with "few" particles and independent random walks. https://arxiv.org/abs/2105.13486

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