Spectral gap and cutoff phenomenon for the Gibbs sampler of ∇φ\nablaφ interfaces with convex potential

preprint2020arXivOpen access

Abstract

We consider the Gibbs sampler, or heat bath dynamics associated to log-concave measures on RN\mathbb{R}^N describing ∇φ\nablaφ interfaces with convex potentials. Under minimal assumptions on the potential, we find that the spectral gap of the process is always given by gapN=1−cos⁡(π/N)\mathrm{gap}_N=1-\cos(π/N), and that for all ε∈(0,1)ε\in(0,1), its εε-mixing time satisfies TN(ε)∼log⁡N2gapNT_N(ε)\sim \frac{\log N}{2\mathrm{gap}_N} as N→∞N\to\infty, thus establishing the cutoff phenomenon. The results reveal a universal behavior in that they do not depend on the choice of the potential.

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