Glauber dynamics

Summary

Glauber dynamics is a random time evolution of a spin system, such as the Ising model, in which one spin at a time is updated. The chosen spin is redrawn from its conditional law given all the other spins under the Gibbs measure. The dynamics is a reversible Markov chain whose equilibrium is the Gibbs measure. So it is both a model of relaxation to equilibrium and a Markov chain Monte Carlo method. Its speed of convergence is closely tied to phase transitions of the model.