Show simple item record

hal.structure.identifierDipartimento di Matematica [Roma TRE]
dc.contributor.authorCaputo, Pietro
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorLabbé, Cyril
HAL ID: 9675
hal.structure.identifierDipartimento di Matematica [Roma TRE]
dc.contributor.authorLacoin, Hubert
dc.date.accessioned2021-12-07T12:29:27Z
dc.date.available2021-12-07T12:29:27Z
dc.date.issued2020
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/22329
dc.language.isoenen
dc.subjectSpectral gapen
dc.subjectMixing timeen
dc.subjectCutoffen
dc.subject.ddc519en
dc.titleSpectral gap and cutoff phenomenon for the Gibbs sampler of ∇φ interfaces with convex potentialen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe consider the Gibbs sampler, or heat bath dynamics associated to log-concave measures on RN describing ∇φ interfaces with convex potentials. Under minimal assumptions on the potential, we find that the spectral gap of the process is always given by gapN=1−cos(π/N), and that for all ϵ∈(0,1), its ϵ-mixing time satisfies TN(ϵ)∼logN2gapN as N→∞, thus establishing the cutoff phenomenon. The results reveal a universal behavior in that they do not depend on the choice of the potential.en
dc.identifier.citationpages38en
dc.relation.ispartofseriestitleCahier de recherche du CEREMADEen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-03004695en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.identifier.citationdate2020
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2021-12-07T12:25:45Z
hal.author.functionaut
hal.author.functionaut
hal.author.functionaut


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record