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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 $r^{-3-\alpha}$, $\alpha\ge0$, as $r\to0$.
Keywords:
Metropolis algorithm, statistical ensemble, density function, probability measure, Markov process, geometric ergodicity, drift condition.
Received: 12.03.2007
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
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