This paper deals with the spectrum of an operator associated with a special kind of random walk. The operator is related to the Metropolis algorithm, an important tool of large-scale scientific computing. The spectrum of this operator has both discrete and continuous parts. There is an interesting challenge due to the fact that any finite-dimensional approximation has only eigenvalues. Patterns are presented which give an idea of the full spectrum of this operator.
Publié le : 2004-05-14
Classification:
Metropolis algorithm,
random walk,
continuous spectrum,
65C05,
65F15,
47A10
@article{1090350935,
author = {Diaconis, Persi and Neuberger, J. W.},
title = {Numerical Results for the Metropolis Algorithm},
journal = {Experiment. Math.},
volume = {13},
number = {1},
year = {2004},
pages = { 207-214},
language = {en},
url = {http://dml.mathdoc.fr/item/1090350935}
}
Diaconis, Persi; Neuberger, J. W. Numerical Results for the Metropolis Algorithm. Experiment. Math., Tome 13 (2004) no. 1, pp. 207-214. http://gdmltest.u-ga.fr/item/1090350935/