THE SPECTRAL GAP OF THE REM UNDER METROPOLIS DYNAMICS

Citation
Lrg. Fontes et al., THE SPECTRAL GAP OF THE REM UNDER METROPOLIS DYNAMICS, The Annals of applied probability, 8(3), 1998, pp. 917-943
Citations number
24
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
10505164
Volume
8
Issue
3
Year of publication
1998
Pages
917 - 943
Database
ISI
SICI code
1050-5164(1998)8:3<917:TSGOTR>2.0.ZU;2-5
Abstract
We derive upper and lower bounds for the spectral gap of the random en ergy model under Metropolis dynamics which are sharp in exponential or der. They are based on the Variational characterization of the gap. Fo r the lower bound, a Poincare inequality derived by Diaconis and Stroo ck is used. The scaled asymptotic expression is a linear function of t he temperature. The corresponding function for a global version of the dynamics exhibits phase transition instead. We also study the depende nce of lower order terms on the volume. In the global dynamics, we obs erve a phase transition. For the local dynamics, the expressions we ha ve, which are possibly not sharp, do not change their order of depende nce on the volume as the temperature changes.