CDAM: Computational, Discrete and Applicable Mathematics@LSE | |
CDAM Research Report, LSE-CDAM-2007-35February 2008 |
Glauber Dynamics for the Mean-Field Ising Model: Cut-Off, Critical Power Law, and Metastability
David A. Levin, Malwina J. Luczak, and Yuval Peres
We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For β < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window of order n centered at [2(1-β)]-1 n log n. For β = 1, we prove that the mixing time is of order n3/2. For β > 1, we study metastability. In particular, we show that the Glauber dynamics restricted to states of non-negative magnetization has mixing time O(n log n).A PDF file (216 kB) with the full contents of this report can be downloaded by clicking here.
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