2000/08/31 by Onuttom Narayan, A. P. Young · 15 citations
Mathematics · Physics and Astronomy · #Applied mathematics #Convergence (economics) #Detailed balance #Dynamic Monte Carlo method #Economics #Hybrid Monte Carlo #Markov Chains and Monte Carlo Methods #Markov chain Monte Carlo #Mathematical proof #Mathematics #Monte Carlo method #Monte Carlo method in statistical physics #Monte Carlo molecular modeling #Physics #Statistical physics #Statistics #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #cond-mat.stat-mech
paper · pdf · doi:10.1103/physreve.64.021104
published in Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics 64(2), 021104 (American Physical Society) · 4 pages. v2: published version
openalex publication_date 2001/07/01 · arxiv created 2001/08/15 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
We give two direct, elementary proofs that a Monte Carlo simulation converges to equilibrium provided that appropriate conditions are satisfied. The first proof requires detailed balance while the second is quite general.