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Matematicheskie Zametki, 2007, Volume 82, Issue 4, Pages 519–524
DOI: https://doi.org/10.4213/mzm3822
(Mi mzm3822)
 

Convergence of Metropolis-Type Algorithms for a Large Canonical Ensemble

P. N. Vabishchevich

M. V. Lomonosov Moscow State University
References:
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 $r^{-3-\alpha}$, $\alpha\ge0$, as $r\to0$.
Keywords: Metropolis algorithm, statistical ensemble, density function, probability measure, Markov process, geometric ergodicity, drift condition.
Received: 12.03.2007
English version:
Mathematical Notes, 2007, Volume 82, Issue 4, Pages 464–468
DOI: https://doi.org/10.1134/S0001434607090210
Bibliographic databases:
UDC: 519.217
Language: Russian
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
Citation in format AMSBIB
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