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Convergence Time to Equilibrium of the Metropolis dynamics for the GREM

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 نشر من قبل Luiz Renato Fontes
 تاريخ النشر 2019
  مجال البحث
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We study the convergence time to equilibrium of the Metropolis dynamics for the Generalized Random Energy Model with an arbitrary number of hierarchical levels, a finite and reversible continuous-time Markov process, in terms of the spectral gap of its transition probability matrix. This is done by deducing bounds to the inverse of the gap using a Poincare inequality and a path technique. We also apply convex analysis tools to give the bounds in the most general case of the model.

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