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arXiv · 1304.0552

Performance of the Metropolis algorithm on a disordered tree: The Einstein relation

Pascal Maillard·Ofer Zeitouni
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Abstract

Consider a $d$-ary rooted tree ($d\geq3$) where each edge $e$ is assigned an i.i.d. (bounded) random variable $X(e)$ of negative mean. Assign to each vertex $v$ the sum $S(v)$ of $X(e)$ over all edges connecting $v$ to the root, and assume that the maximum $S_n^*$ of $S(v)$ over all vertices $v$ at distance $n$ from the root tends to infinity (necessarily, linearly) as $n$ tends to infinity. We analyze the Metropolis algorithm on the tree and show that under these assumptions there always exists a temperature $1/β$ of the algorithm so that it achieves a linear (positive) growth rate in linear time. This confirms a conjecture of Aldous [Algorithmica 22 (1998) 388-412]. The proof is obtained by establishing an Einstein relation for the Metropolis algorithm on the tree.

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Pascal Maillard, Ofer Zeitouni. 2014-07-02. Performance of the Metropolis algorithm on a disordered tree: The Einstein relation. https://doi.org/10.1214/13-aap972

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