On the Coupling Time of the Heat-Bath Process for the Fortuin–Kasteleyn Random–Cluster Model

Abstract

We consider the coupling from the past implementation of the randomcluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices embedded on tori, in dimensions one to three, with cluster fugacity at least one. We make a number of conjectures regarding the asymptotic behaviour of the coupling time, motivated by rigorous results in one dimension and Monte Carlo simulations in dimensions two and three. Amongst our findings, we observe that, for generic parameter values, the distribution of the appropriately standardized coupling time converges to a Gumbel distribution, and that the standard deviation of the coupling time is asymptotic to an explicit universal constant multiple of the relaxation time. Perhaps surprisingly, we observe these results to hold both off criticality, where the coupling time closely mimics the coupon collector's problem, and also at the critical point, provided the cluster fugacity is below the value at which the transition becomes discontinuous. Finally, we consider analogous questions for the single-spin Ising heat-bath process.

Unbiased Markov Chain Monte Carlo Methods with Couplings

“…For example, Collevecchio et al . () found the asymptotic distribution of a rescaled meeting time to be Gumbel in the context of a Fortuin–Kasteleyn model.…”

Estimating Convergence of Markov chains with L-Lag Couplings

“…The behavior of meeting times of coupled chains motivated by the "coupling from the past" algorithm [Propp and Wilson, 1996] for Ising models has been studied e.g. in Collevecchio et al [2018].…”