Stein.s method for stationary distributions of Markov chains and application to Ising models

Citation
Bresler Guy et Nagaraj Dheeraj, Stein.s method for stationary distributions of Markov chains and application to Ising models, Annals of applied probability , 29(5), 2019, pp. 3230-3265
ISSN journal
10505164
Volume
29
Issue
5
Year of publication
2019
Pages
3230 - 3265
Database
ACNP
SICI code
Abstract
We develop a new technique, based on Stein.s method, for comparing two stationary distributions of irreducible Markov chains whose update rules are close in a certain sense. We apply this technique to compare Ising models on d-regular expander graphs to the Curie.Weiss model (complete graph) in terms of pairwise correlations and more generally k the order moments. Concretely, we show that d-regular Ramanujan graphs approximate the k the order moments of the Curie.Weiss model to within average error k/d... (averaged over size k subsets), independent of graph size. The result applies even in the low-temperature regime; we also derive simpler approximation results for functionals of Ising models that hold only at high temperatures.