Coupling from the past times with ambiguities and perturbations of interacting particle systems
Jean B\'erard (ICJ), Didier Piau (IF)

TL;DR
This paper develops a framework for coupling from the past times with ambiguities in interacting particle systems, providing a perturbation result that ensures the existence of CFTP times under small perturbations, with applications to nucleotide substitution and voter models.
Contribution
The paper introduces CFTP times with ambiguities and proves a perturbation theorem ensuring CFTP times exist for perturbed systems with small enough rates.
Findings
CFTP times with ambiguities can be used to analyze perturbed systems.
Small perturbations preserve the existence of CFTP times with controlled properties.
Applications include nucleotide substitution models and voter model variations.
Abstract
We discuss coupling from the past techniques (CFTP) for perturbations of interacting particle systems on the d-dimensional integer lattice, with a finite set of states, within the framework of the graphical construction of the dynamics based on Poisson processes. We first develop general results for what we call CFTP times with ambiguities. These are analogous to classical coupling (from the past) times, except that the coupling property holds only provided that some ambiguities concerning the stochastic evolution of the system are resolved. If these ambiguities are rare enough on average, CFTP times with ambiguities can be used to build actual CFTP times, whose properties can be controlled in terms of those of the original CFTP time with ambiguities. We then prove a general perturbation result, which can be stated informally as follows. Start with an interacting particle system…
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Taxonomy
TopicsStochastic processes and statistical mechanics · Markov Chains and Monte Carlo Methods · Random Matrices and Applications
