Ciclo de seminários do Departamento de Estatística da UFRN - 2019
26/08/2019 16:46
Título: Convergence Time to Equilibrium of the Metropolis dynamics for the GREM
Palestrante: Prof. Dr. Antonio Marcos – DEST/UFRN
Quando: 29 de agosto de 2019, quinta-feira, às 14:00h.
Onde: Sala 77 (Seminários) DEST/UFRN
Abstract: In this paper, we study the convergence time to equilibrium of the Metropolis dynamics for the Generalized Random Energy Model (GREM) 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 Poincaré inequality and a path technique. This is a joint paper with Luiz R. Fontes.
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