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Monte Carlo transition dynamics and variance reduction. (English) Zbl 0958.82047

Summary: For Metropolis Monte Carlo simulations in statistical physics, efficient, easy-to-implement, and unbiased statistical estimators of thermodynamic properties are based on the transition dynamics. Using an Ising model example, we demonstrate (problem-specific) variance reductions compared to conventional histogram estimators. A proof of variance reduction in a microstate limit is presented.

MSC:

82C80 Numerical methods of time-dependent statistical mechanics (MSC2010)
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