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Mat. Zametki, 2007 Volume 82, Issue 4, Pages 519–524 (Mi mzm3822)

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.

UDC: 519.217

Received: 12.03.2007

DOI: 10.4213/mzm3822


 English version:
Mathematical Notes, 2007, 82:4, 464–468

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