Skip to main content
Log in

A dynamical phase transition in a caricature of a spin glass

  • Articles
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

This paper studies the rate of convergence to equilibrium of Glauber dynamics (Gibbs Sampler) for a system ofN Ising spins with random energy (at inverse temperature β>0). For each of the 2N spin configurations the energy is drawn independently from the values 0 and-logN with probabilities 1-N −7, resp.N −γ (γ>0), and is kept fixed during the evolution. The main result is an estimate of the coupling time of two Glauber dynamics starting from different configurations and coupled via the same updating noise. AsN→∞ the system exhibits two dynamical phase transitions: (1) at γ=1 the coupling time changes from polynomial (γ>1) to stretched exponential (γ<1) inN; (2) if γ<1, then at β=γ the “almost coupling time” [i.e., the first time that the two dynamics are within distanceo(N)] changes from polynomial (β<γ) to stretched exponential (β>γ) inN. The techniques used to control the randomness in the coupling are static and dynamic large-deviation estimates and stochastic domination arguments.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. D. Aldous, Random walk on finite groups and rapidly mixing Markov chains, inSéminaire de Probabilités XVII. Lecture Notes in Mathematics, No. 986 Springer-Verlag, New York, 1983, pp. 2113–2297.

    Google Scholar 

  2. R. Azencott, Boltzmann machines: High order interactions and synchronous learning, inLecture Notes in Statistics, P. Barone, A. Frigessi, and M. Piccioni, eds. (Springer-Verlag, New York, 1992), pp. 14–45.

    Google Scholar 

  3. M. N. Barber and B. Derrida, Dynamical phase transitions in the two-dimensional ANNNI model.J. Stat. Phys. 51:877–891 (1988).

    Article  Google Scholar 

  4. M. Cassandro, A. Galves, and P. Picco, Dynamical phase transitions in a disordered system: The study of a random walk model,Ann. Inst. H. Poincaré 55:689–705 (1991); see also M. Cassandro, A. Galves, and P. Picco, preprint in preparation.

    Google Scholar 

  5. B. Derrida, Dynamical phase transitions and spin glasses,Phys. Rep. 184:207–212 (1989).

    Article  MathSciNet  Google Scholar 

  6. B. Derrida and G. Weinbush, Dynamical phase transitions in 3-dimensional spin glasses,Europhys. Lett.,4:657–662 (1987).

    Google Scholar 

  7. P. Diaconis, R. L. Graham, and J. A. Morrison, Asymptotic analysis of a random walk on a hypercube with many dimensions,Random Structures Algorithms 1:51–72 (1990).

    Google Scholar 

  8. P. Diaconis,Group Representation in Probability and Statistics (Institute of Mathematical Statistics, Hayward, California,. 1988).

    Google Scholar 

  9. Th. Eisele, On a third-order phase transition,Commun. Math. Phys. 90:125–159 (1983).

    Article  Google Scholar 

  10. A. Frigessi, C.-R. Hwang, S.-J. Sheu, and P. di Stefano, Convergence rates of the Gibbs Sampler, the Metropolis algorithm and other single-site updating dynamics,J. R. Stat. Soc. B. 55:205–220 (1993).

    Google Scholar 

  11. D. Geman,Random Fields and Inverse Problems in Imaging (Springer-Verlag., New York, 1990).

    Google Scholar 

  12. N. Metropolis, A. W. Rosenbluth, M. N. Rosenbluth, A. H. Teller, and E. Teller, Equations of state calculations by fast computing machines,J. Chem. Phys. 21:1087–1092 (1953).

    Article  Google Scholar 

  13. M. Mezard, G. Parisi, and M. A. Virasoro,Spin Glass Theory and Beyond (Springer-Verlag, New York, 1992).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Frigessi, A., den Hollander, F. A dynamical phase transition in a caricature of a spin glass. J Stat Phys 75, 585–625 (1994). https://doi.org/10.1007/BF02186873

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02186873

Key Words

Navigation