arXiv subjects

Saeda Marello

Publications and source records attributed to Saeda Marello.

3 recordsLinked to original sources

arXiv2022

Metastability of Glauber dynamics with inhomogeneous coupling disorder

We introduce a general class of mean-field-like spin systems with random couplings that comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. We are interested in quantitative estimates of metastability in large volumes at fixed temperatures when these systems evolve according to a Glauber dynamics, i.e.\ where spins flip with Metropolis transition probabilities at inverse temperature $\beta$. We identify conditions ensuring that with high probability the system behaves like the corresponding system where the random couplings are replaced by their averages. More precisely, we prove that the metastability of the former system is implied with high probability by the metastability of the latter. Moreover, we consider relevant metastable hitting times of the two systems and find the asymptotic tail behaviour and the moments of their ratio. This work provides an extension of the results known for the Ising model on the Erd\H{o}s--R{\'e}nyi random graph. The proofs use the potential-theoretic approach to metastability in combination with concentration inequalities.

math.PR↗

arXiv2022

Metastability for Glauber dynamics on the complete graph with coupling disorder

Consider the complete graph on $n$ vertices. To each vertex assign an Ising spin that can take the values $-1$ or $+1$. Each spin $i \in [n]=\{1,2,\dots, n\}$ interacts with a magnetic field $h \in [0,\infty)$, while each pair of spins $i,j \in [n]$ interact with each other at coupling strength $n^{-1} J(i)J(j)$, where $J=(J(i))_{i \in [n]}$ are i.i.d. non-negative random variables drawn from a probability distribution with finite support. Spins flip according to a Metropolis dynamics at inverse temperature $β\in (0,\infty)$. We show that there are critical thresholds $β_c$ and $h_c(β)$ such that, in the limit as $n\to\infty$, the system exhibits metastable behaviour if and only if $β\in (β_c, \infty)$ and $h \in [0,h_c(β))$. Our main result is a sharp asymptotics, up to a multiplicative error $1+o_n(1)$, of the average crossover time from any metastable state to the set of states with lower free energy. We use standard techniques of the potential-theoretic approach to metastability. The leading order term in the asymptotics does not depend on the realisation of $J$, while the correction terms do. The leading order of the correction term is $\sqrt{n}$ times a centred Gaussian random variable with a complicated variance depending on $β,h$, on the law of $J$ and on the metastable state. The critical thresholds $β_c$ and $h_c(β)$ depend on the law of $J$, and so does the number of metastable states. We derive an explicit formula for $β_c$ and identify some properties of $β\mapsto h_c(β)$. Interestingly, the latter is not necessarily monotone, meaning that the metastable crossover may be re-entrant.

math.PR↗

arXiv2021

Metastability for the dilute Curie-Weiss model with Glauber dynamics

We analyse the metastable behaviour of the dilute Curie-Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are Bernoulli random variables with mean $p\in (0,1)$. This model can be also viewed as an Ising model on the Erdős-Rényi random graph with edge probability $p$. The system is a Markov chain where spins flip according to a Metropolis dynamics at inverse temperature $β$. We compute the average time the system takes to reach the stable phase when it starts from a certain probability distribution on the metastable state (called the last-exit biased distribution), in the regime where $N\to\infty$, $β>β_c=1$ and $h$ is positive and small enough. We obtain asymptotic bounds on the probability of the event that the mean metastable hitting time is approximated by that of the Curie-Weiss model. The proof uses the potential theoretic approach to metastability and concentration of measure inequalities.

math.PR↗