|
Convergence of Metropolis-Type Algorithms for a Large Canonical Ensemble
P. N. Vabishchevich M. V. Lomonosov Moscow State University
Abstract:
In this paper, we study the convergence of Metropolis-type algorithms used in modeling statistical systems with a variable number of particles located in a bounded volume. We justify the use of Metropolis algorithms for a particular class of such statistical systems. We prove a theorem on the geometric ergodicity of the Markov process modeling the behavior of an ensemble with a variable number of particles in a bounded volume whose interaction is described
by a potential bounded below and increasing according to the law r−3−α, α⩾0, as r→0.
Keywords:
Metropolis algorithm, statistical ensemble, density function, probability measure, Markov process, geometric ergodicity, drift condition.
Received: 12.03.2007
Citation:
P. N. Vabishchevich, “Convergence of Metropolis-Type Algorithms for a Large Canonical Ensemble”, Mat. Zametki, 82:4 (2007), 519–524; Math. Notes, 82:4 (2007), 464–468
Linking options:
https://www.mathnet.ru/eng/mzm3822https://doi.org/10.4213/mzm3822 https://www.mathnet.ru/eng/mzm/v82/i4/p519
|
Statistics & downloads: |
Abstract page: | 539 | Full-text PDF : | 247 | References: | 83 | First page: | 12 |
|