Changeset - a43268439e66
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Andras Gilyen - 8 years ago 2017-09-11 19:55:55
gilyen@clayoquot.swat.cwi.nl
p_c characterization
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@@ -143,49 +143,49 @@
 
	We want to calculate the average number of resamplings $R^{(n)}$, which we define as the expected number of resamplings divided by $n$. For this let $\rho,\mathbbm{1}\in[0,1]^{2^n}$ be indexed with elements of $\{0,1\}^n$ such that $\rho_b=p(b)$ and $\mathbbm{1}_b=1$. Then we use that the expected number of resamplings is just the hitting time of the Markov chain:
 
	\begin{align*}
 
		R^{(n)}:&=\mathbb{E}(\#\{\text{resampling before termination}\})/n\\
 
		&=\sum_{k=1}^{\infty}P(\text{at least } k \text{ resamplings are performed})/n\\
 
		&=\sum_{k=1}^{\infty}\rho M_{(n)}^k \mathbbm{1}/n\\
 
		&=\sum_{k=0}^{\infty}a^{(n)}_k p^k
 
	\end{align*}
 

	
 
	\begin{table}[]
 
	\centering
 
	\caption{Table of the coefficients $a^{(n)}_k$}
 
	\label{tab:coeffs}
 
	\resizebox{\columnwidth}{!}{%
 
		\begin{tabular}{c|ccccccccccccccccccccc}
 
			\backslashbox[10mm]{$n$}{$k$} & 0 & 1 & 2 & 3 & 4 & 5 & 6 & 7 & 8 & 9 & 10 & 11 & 12 & 13 & 14 & 15 & 16 & 17 & 18 & 19 & 20 \\		\hline
 
			3 &	0 & 1 & \cellcolor{blue!25}2 & 3+1/3 & 5.00 & 7.00 & 9.33 & 12.00 & 15.00 & 18.33 & 22.00 & 26.00 & 30.33 & 35.00 & 40.00 & 45.333 & 51.000 & 57.000 & 63.333 & 70.000 & 77.000 \\
 
			4 &	0 & 1 & 2 & \cellcolor{blue!25}3+2/3 & 6.16 & 9.66 & 14.3 & 20.33 & 27.83 & 37.00 & 48.00 & 61.00 & 76.16 & 93.66 & 113.6 & 136.33 & 161.83 & 190.33 & 222.00 & 257.00 & 295.50 \\
 
			5 &	0 & 1 & 2 & 3+2/3 & \cellcolor{blue!25}6.44 & 10.8 & 17.3 & 26.65 & 39.43 & 56.48 & 78.65 & 106.9 & 142.2 & 185.8 & 238.7 & 302.41 & 378.05 & 467.13 & 571.14 & 691.69 & 830.44 \\
 
			6 &	0 & 1 & 2 & 3+2/3 & 6.44 & \cellcolor{blue!25}11.0 & 18.5 & 30.02 & 47.10 & 71.68 & 106.0 & 152.9 & 215.4 & 297.4 & 403.1 & 537.21 & 705.25 & 913.31 & 1168.2 & 1477.4 & 1849.1 \\
 
			7 &	0 & 1 & 2 & 3+2/3 & 6.44 & 11.0 & \cellcolor{blue!25}18.7 & 31.21 & 50.83 & 80.80 & 125.3 & 189.7 & 280.8 & 407.0 & 578.6 & 808.13 & 1110.2 & 1502.6 & 2005.6 & 2643.2 & 3443.1 \\
 
			8 &	0 & 1 & 2 & 3+2/3 & 6.44 & 11.0 & 18.7 & \cellcolor{blue!25}31.44 & 52.08 & 84.95 & 136.0 & 213.6 & 328.9 & 496.5 & 735.6 & 1070.7 & 1532.5 & 2159.5 & 2998.8 & 4108.1 & 5556.7 \\
 
			9 &	0 & 1 & 2 & 3+2/3 & 6.44 & 11.0 & 18.7 & 31.44 & \cellcolor{blue!25}52.30 & 86.27 & 140.7 & 226.3 & 358.4 & 558.4 & 855.4 & 1289.0 & 1911.5 & 2791.4 & 4017.2 & 5701.4 & 7985.9 \\
 
			10&	0 & 1 & 2 & 3+2/3 & 6.44 & 11.0 & 18.7 & 31.44 & 52.30 & \cellcolor{blue!25}86.49 & 142.1 & 231.6 & 373.4 & 594.8 & 934.4 & 1447.1 & 2209.0 & 3324.6 & 4934.8 & 7226.9 & 10447. \\
 
            \vdots \\
 
            15& 0 & 1 & 2 & 3+2/3 & 6.44 & 11.08 & 18.76 & 31.45 & 52.31 & 86.49 & 142.33 & 233.31 & 381.17 & 621.02 & \cellcolor{blue!25}1009.38 & 1637.13 & % 2650.74 & 4285.68 & 6913.55 & 11171.2 & 18052.2
 
            16& 0 & 1 & 2 & 3+2/3 & 6.44 & 11.08 & 18.76 & 31.45 & 52.31 & 86.49 & 142.33 & 233.31 & 381.17 & 621.02 & 1009.38 & \cellcolor{blue!25}1637.13 & % 2650.74 & 4285.68 & 6913.55 & 11171.2 & 18052.2
 
        \end{tabular}
 
	}
 
	\end{table}
 

	
 
	We observe that this is a power series in $p$. We discovered a very regular structure in this power series. It seems that for all $k\in\mathbb{N}$ and for all $n>k$ we have that $a^{(n)}_k$ is constant, this conjecture we verified using a computer up to $n=14$. 
 
	\newpage
 
	\noindent Based on our calculations presented in Table~\ref{tab:coeffs} and Figure~\ref{fig:coeffs_conv_radius} we make the following conjectures:
 
	\begin{enumerate}[label=(\roman*)]
 
		\item $\forall k\in\mathbb{N}, \forall n\geq 3 : a^{(n)}_k\geq 0$	\label{it:pos}	
 
        (A simpler version: $\forall k>0: a_k^{(3)}=(k+1)(k+2)/6$)
 
		\item $\forall k\in\mathbb{N}, \forall n>m\geq 3 : a^{(n)}_k\geq a^{(m)}_k$ \label{it:geq}		
 
		\item $\forall k\in\mathbb{N}, \forall n,m > \max(k,3) : a^{(n)}_k=a^{(m)}_k$ \label{it:const}		
 
  		\item $\exists p_c=\lim\limits_{k\rightarrow\infty}1\left/\sqrt[k]{a_{k}^{(k+1)}}\right.$ \label{it:lim}			
 
	\end{enumerate}
 
	\colorbox{red}{\ref{it:pos}-\ref{it:geq} is false since $a_{1114}^{(10)}<0$ -- needs to be double checked!}
 
	I figured this out by observing that $R^{(10)}(p)$ has a pole inside the disk of radius $0.96$. This also means that $R^{(10)}(p)=\sum_{k=0}^{\infty}a_k^{(10)}p^k$ is only true in an analytic sense, since for $p>0.96$ the right hand side does not converge.
 
	
 
	We also conjecture that $p_c\approx0.61$, see Figure~\ref{fig:coeffs_conv_radius}.
 

	
 
	\begin{figure}[!htb]\centering
 
	\includegraphics[width=0.5\textwidth]{coeffs_conv_radius.pdf}
 
	%\includegraphics[width=0.5\textwidth]{log_coeffs.pdf}	
 
	\caption{$1\left/\sqrt[k]{a_{k}^{(k+1)}}\right.$} %$\frac{1}{\sqrt[k]{a_k^{(k+1)}}}$
 
	\label{fig:coeffs_conv_radius}
 
@@ -920,54 +920,77 @@ The intuition of the following lemma is that the far right can only affect the z
 
\begin{comment}
 
		Let $N\geq \max(2n,2m)$, then
 
		\begin{align*}
 
		R^{(n)}
 
		&= \E^{(n)}(\Res{1}) \tag{by translation invariance}\\
 
		&= \sum_{k=1}^{\infty}\P^{(n)}(\Res{1}\geq k) \\
 
		%&= \sum_{k=1}^{\infty}\sum_{\underset{\ell\geq r-1}{\ell,r\in[n]}}\P^{(n)}(\Res{1}\geq k\,\&\, [\ell+1,r-1]\in\mathcal{P}) \tag{partition}\\
 
		%&= \sum_{k=1}^{\infty}\sum_{\underset{\ell\geq r}{\ell,r\in[n]}}\P^{(n)}(\Res{1}\geq k\,\&\, [\ell+1,r-1]\in\mathcal{P})  +\bigO{p^{n}} \\	
 
		%&= \sum_{k=1}^{\infty}\sum_{\underset{\ell\geq r}{\ell,r\in[n]}}\P^{[l,r]}_{b_{\ell}=b_{r}=1}(\Res{1}\geq k\,\&\, [\ell+1,r-1]\in\mathcal{P}) \P^{[r,\ell]}(\NZ{\ell,r}) +\bigO{p^{n}} \tag{by Lemma~\ref{lemma:eventindependenceNewGen}}\\				
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}\P^{(n)}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) \tag{partition}\\
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}^{|P|<n}\P^{(n)}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) +\bigO{p^{n}}\\
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}^{|P|<n}\P^{[P\cup \partial P]}_{b_{\partial P}=1}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) \P^{[\overline{P}]}(\NZ{\partial P}) +\bigO{p^{n}} \tag{by Lemma~\ref{lemma:eventindependenceNewGen}}\\
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}^{|P|<n}\P^{[P\cup \partial P]}_{b_{\partial P}=1}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) \left(\left(\P^{[|\overline{P}|]}(\NZ{1})\right)^2+\bigO{p^{|\overline{P}|}}\right) +\bigO{p^{n}} \tag{by Lemma~\ref{lemma:independenetSidesNewGen}}\\
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}^{|P|<n}\P^{[P\cup \partial P]}_{b_{\partial P}=1}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) \left(\left(\P^{[N]}(\NZ{1})\right)^2+\bigO{p^{|\overline{P}|}}\right) +\bigO{p^{n}} \tag{by Corollary~\ref{cor:probIndepNewGen}}\\
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}^{|P|<n}\P^{[-N,N]}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) +\bigO{p^{n}} \tag{by Lemma~\ref{lemma:eventindependenceNewGen}}\\
 
		&= \sum_{k=1}^{\infty}\sum_{P\text{ patch}:1\in P}\P^{[-N,N]}(\Res{1}\geq k\,\&\, P\in\mathcal{P}) +\bigO{p^{n}} \tag{by Lemma~\ref{lemma:eventindependenceNewGen}}\\
 
		&= \E^{[-N,N]}(\Res{1})+\bigO{p^{n}}.
 
		\end{align*}	
 
\end{comment}			
 

	
 
~
 

	
 
Questions:
 
\begin{itemize}
 
	\item Can we generalise the proof to other translationally invariant spaces, like the torus?
 
	\item Can we prove some upper bound of the coefficients in the difference, other than they are zero for small powers?
 
	\item In view of this proof, can we better characterise $a_k^{(k+1)}$?
 
	\item Why did Mario's and Tom's simulation show that for fixed $C$ the contribution coefficients have constant sign? Is it relevant for proving \ref{it:pos}-\ref{it:geq}?
 
\end{itemize} 
 

	
 
	%I think the same arguments would translate to the torus and other translationally invariant spaces, so we could go higher dimensional as Mario suggested. Then I think one would need to replace $|S_{><}|$ by the minimal number $k$ such that there is a $C$ set for which $S\cup C$ is connected. I am not entirely sure how to generalise Lemma~\ref{lemma:probIndepNewGen} though, which has key importance in the present proof.
 
\newpage
 
\section{Characterisation of $p_c$}
 
\textbf{Conjecture} for a fixed $p\in [0,1]$ the following are equivalent:
 
\begin{enumerate}
 
	\item $\lim_{n\to\infty}\P^{[-n,n]}_{\overline{\{0\}}}(\Z{\{n\}})>0$
 
	\item $\P^{[-\infty,\infty]}_{\overline{\{0\}}}(\text{Not reaching the all 1 state})>0$
 
	\item $\P^{[-\infty,\infty]}(\NZ{\{0\}})>0$
 
	\item $\P^{[0,\infty]}(\NZ{\{0\}})>0$
 
	\item $\lim_{n\to\infty}\P^{[0,n]}(\NZ{\{0\}})>0$		
 
	\item $\exists c,\lambda>0:\P^{[-\infty,\infty]}(\Z{[k]})<ce^{-\lambda k}$
 
	\item $\exists c,\lambda>0:\mathrm{Cov}^{[-\infty,\infty]}(A,B)<ce^{-\lambda d(A,B)}$
 
	\item $\exists c,\lambda>0\,\forall n\in\mathbb{N}:\mathrm{Cov}^{[n]}(A,B)<ce^{-\lambda d(A,B)}$	
 
	\item $R^{(\infty)}<\infty$
 
\end{enumerate}
 
\begin{proof}
 
	$1\Leftrightarrow 2:$
 
	\begin{align*}
 
		\P^{[-\infty,\infty]}_{\overline{\{0\}}}(\text{Not reaching the all 1 state})>0
 
		&=\P^{[-\infty,\infty]}_{\overline{\{0\}}}(\text{Resampling arbitrary far away})>0\\
 
		&=\P^{[-\infty,\infty]}_{\overline{\{0\}}}\left(\bigcap_{n=1}^{\infty}\Z{\{-n\}}\cup\Z{\{n\}}\right)>0\\
 
		&=\lim_{n\to\infty}\P^{[-\infty,\infty]}(\Z{\{-n\}}_{\overline{\{0\}}}\cup\Z{\{n\}})>0\\
 
		&=\lim_{n\to\infty}\P^{[-n,n]}_{\overline{\{0\}}}(\Z{\{-n\}}\cup\Z{\{n\}})>0
 
	\end{align*}
 
\end{proof}
 

	
 

	
 
\newpage
 
\section{Quasiprobability method}
 
Let us first introduce notation for paths of the Markov Chain
 
\begin{definition}[Paths]
 
	We define a \emph{path} of the Markov Chain as a sequence of states and resampling choices $\xi=((b_0,r_0),(b_1,r_1),...,(b_k,r_k)) \in (\{0,1\}^n\times[n])^k$ indicating that at time $t$ Markov Chain was in state $b_t\in\{0,1\}^n$ and then resampled site $r_t$. We denote by $|\xi|$ the length $k$ of such a path, i.e. the number of resamples that happened, and by $\mathbb{P}[\xi]$ the probability associated to this path.
 
	We denote by $\paths{b}$ the set of all valid paths $\xi$ that start in state $b$ and end in state $\mathbf{1} := 1^n$.
 
\end{definition}
 
We can write the expected number of resamplings per site $R^{(n)}(p)$ as
 
\begin{align}
 
R^{(n)}(p) &= \frac{1}{n}\sum_{b\in\{0,1\}^{n}} \rho_b \; R_b(p) \label{eq:originalsum} ,
 
\end{align}
 
where $R_b(p)$ is the expected number of resamplings when starting from configuration $b$
 
\begin{align*}
 
R_b(p) &= \sum_{\xi \in \paths{b}} \mathbb{P}[\xi] \cdot |\xi| .
 
\end{align*}
 

	
 
We consider $R^{(n)}(p)$ as a power series in $p$ and show that many terms in (\ref{eq:originalsum}) cancel out if we only consider the series up to some finite order $p^k$. The main idea is that if a path samples a $0$ then $\mathbb{P}[\xi]$ gains a factor $p$ so paths that contribute to $p^k$ can't be arbitrarily long.\\
 

	
 
To see this, we split the sum in (\ref{eq:originalsum}) into parts that will later cancel out. The initial probabilities $\rho_b$ contain a factor $p$ for every $0$ and a factor $(1-p)$ for every $1$. When expanding this product of $p$s and $(1-p)$s, we see that the $1$s contribute a factor $1$ and a factor $(-p)$ and the $0$s only give a factor $p$. We want to expand this product explicitly and therefore we no longer consider bitstrings $b\in\{0,1\}^n$ but bitstrings $b\in\{0,1,1'\}^n$. We view this as follows: every site can have one of $\{0,1,1'\}$ with `probabilities' $p$, $1$ and $-p$ respectively. A configuration $b=101'1'101'$ now has probability $\rho_{b} = 1\cdot p\cdot(-p)\cdot(-p)\cdot 1\cdot p\cdot(-p) = -p^5$ in the starting state $\rho$. It should not be hard to see that we have
 
\begin{align*}
 
R^{(n)}(p) &= \frac{1}{n}\sum_{b\in\{0,1,1'\}^{n}} \rho_{b} \; R_{\bar{b}}(p) ,
 
\end{align*}
 
where $\bar{b}$ is the bitstring obtained by changing every $1'$ in it back to a $1$. It is simply the same sum as (\ref{eq:originalsum}) but now every factor $(1-p)$ is explicitly split into $1$ and $(-p)$.
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