A lower bound for the spectral gap of the conjugate Kac process with 3 interacting particles
Lu\'is Sim\~ao Ferreira

TL;DR
This paper establishes a meaningful lower bound for the spectral gap of a three-particle conjugate Kac process, combining theoretical proof with Monte Carlo simulations to provide a comprehensive quantitative estimate.
Contribution
It provides the first rigorous lower bound for the spectral gap of the conjugate Kac process with three particles, complemented by empirical estimates.
Findings
Spectral gap lower bound around 0.02
Monte Carlo simulations improve empirical estimate
Complete quantitative spectral gap estimate achieved
Abstract
In this paper, we proceed as suggested in the final section of arXiv:1812.03874v2 and prove a lower bound for the spectral gap of the conjugate Kac process with 3 interacting particles. This bound turns out to be around , which is already physically meaningful, and we perform Monte Carlo simulations to provide a better empirical estimate for this value via entropy production inequalities. This finishes a complete quantitative estimate of the spectral gap of the Kac process.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Mathematical Approximation and Integration · Statistical Methods and Inference
