A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2015; you can also visit the original URL.
The file type is application/pdf
.
Exact sampling with coupled Markov chains and applications to statistical mechanics
1996
Random structures & algorithms (Print)
For many applications it is useful to sample from a nite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has run for M steps, with M su ciently large, the distribution governing the state of the chain approximates the desired distribution. Unfortunately it can be di cult to determine how large M needs to be. We
doi:10.1002/(sici)1098-2418(199608/09)9:1/2<223::aid-rsa14>3.3.co;2-r
fatcat:3nc3ro3qefckffm7ackemkeauu