Abstract
Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term kmln k for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (nonhomogeneous) products of ultra log-concave measures (like binomial or Poisson laws) with a global constraint. As a consequence of this general result we also obtain a disorder-independent upper bound on the mixing time of a simple exclusion process on the complete graph with site disorder. This general result is based on an elementary coupling argument, illustrated in a simulation appendix and extended to (non-homogeneous) products of log-concave measures.
| Original language | English |
|---|---|
| Pages (from-to) | 790-812 |
| Number of pages | 23 |
| Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 47 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jan 2011 |
Keywords
- Conservative dynamics
- Markov chain
- Metropolis algorithm
- Mixing time
- Product measure
- Sampling
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