Dynamic Critical Behavior of the Swendsen-Wang Algorithm: The Two-Dimensional 3-State Potts Model Revisited

We have performed a high-precision Monte Carlo study of the dynamic critical behavior of the Swendsen-Wang algorithm for the two-dimensional 3-state Potts model. We find that the Li-Sokal bound ($\tau_{int,E} \geq const \times C_H$) is almost but not quite sharp. The ratio $\tau_{int,E} / C_H$ seems to diverge either as a small power ($\approx 0.08$) or as a logarithm.Comment: 35 pages including 3 figures. Self-unpacking file containing the LaTeX file, the needed macros (epsf.sty, indent.sty, subeqnarray.sty, and eqsection.sty) and the 3 Postscript figures. Revised version fixes a normalization error in \xi (with many thanks to Wolfhard Janke for finding the error!). To be published in J. Stat. Phys. 87, no. 1/2 (April 1997

Interest rate models with Markov chains

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Theories, models, simulations: a computational challenge

In this talk I would like to illustrate with examples taken from Quantum Field Theory and Biophysics how an intelligent exploitation of the unprecedented power of today's computers could led not only to the solution of pivotal problems in the theory of Strong Interactions, but also to the emergence of new lines of interdisciplinary research, while at the same time pushing the limits of modeling to the realm of living systems.Comment: 19 pages, 1 figure, conference pape

Deriving Matrix Concentration Inequalities from Kernel Couplings

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for concentration of measure, as introduced by Chatterjee. Recent work of Mackey et al. uses these techniques to analyze random matrices with additive structure, while the enhancements in this paper cover a wider class of matrix-valued random elements. In particular, these ideas lead to a bounded differences inequality that applies to random matrices constructed from weakly dependent random variables. The proofs require novel trace inequalities that may be of independent interest.Comment: 29 page