Convergence of Metropolis-type algorithms for a large canonical ensemble

被引:0
|
作者
N. P. Vabishchevich
机构
[1] Moscow State University,
来源
Mathematical Notes | 2007年 / 82卷
关键词
Metropolis algorithm; Markov process; geometric ergodicity; drift condition;
D O I
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中图分类号
学科分类号
摘要
In this paper, we study the convergence of Metropolis-type algorithms used in modeling statistical systems with a fluctuating number of particles located in a finite 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 fluctuating number of particles in a finite volume whose interaction is described by a potential bounded below and decreasing according to the law r−3−α, α ≥ 0, as r → 0.
引用
收藏
页码:464 / 468
页数:4
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