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Perfect simulation of infinite range gibbs measures and coupling with their finite range approximations

  • University of São Paulo
  • Université Gustave Eiffel
  • University Roma Tre

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

Abstract

In this paper we address the questions of perfectly sampling a Gibbs measure with infinite range interactions and of perfectly sampling the measure together with its finite range approximations. We solve these questions by introducing a perfect simulation algorithm for the measure and for the coupled measures. The algorithm works for general Gibbsian interaction under requirements on the tails of the interaction. As a consequence we obtain an upper bound for the error we make when sampling from a finite range approximation instead of the true infinite range measure.

Original languageEnglish
Pages (from-to)476-495
Number of pages20
JournalJournal of Statistical Physics
Volume138
Issue number1
DOIs
Publication statusPublished - 1 Jan 2010
Externally publishedYes

Keywords

  • Coupling
  • Finite range approximations
  • Gibbs measure
  • Infinite range interactions
  • Interacting particle systems
  • Perfect simulation
  • d̄-distance

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