The Annals of Applied Probability

Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs

Gesine Reinert and Nathan Ross

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Abstract

We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple expectation of the other. The result is applied to estimate, with explicit error, expectations of functions of random vectors for some Ising models and exponential random graphs in “high temperature” regimes.

Article information

Source
Ann. Appl. Probab., Volume 29, Number 5 (2019), 3201-3229.

Dates
Received: December 2017
Revised: January 2019
First available in Project Euclid: 18 October 2019

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1571385633

Digital Object Identifier
doi:10.1214/19-AAP1478

Mathematical Reviews number (MathSciNet)
MR4019886

Subjects
Primary: 60B10: Convergence of probability measures
Secondary: 05C80: Random graphs [See also 60B20]

Keywords
Glauber dynamics exponential random graphs Stein’s method

Citation

Reinert, Gesine; Ross, Nathan. Approximating stationary distributions of fast mixing Glauber dynamics, with applications to exponential random graphs. Ann. Appl. Probab. 29 (2019), no. 5, 3201--3229. doi:10.1214/19-AAP1478. https://projecteuclid.org/euclid.aoap/1571385633


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