Geodesic
Numerical results for the Metropolis algorithm.
Experimental mathematics, Tome 13 (2004) no. 2, pp. 207-213

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: numerical examples, computational Markov chain, spectrum, random walk, Metropolis algorithm, large-scale scientific computing, eigenvalues 
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     title = {Numerical results for the {Metropolis} algorithm.},
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Diaconis, Persi; Neuberger, J.W. Numerical results for the Metropolis algorithm.. Experimental mathematics, Tome 13 (2004) no. 2, pp. 207-213. http://geodesic.mathdoc.fr/item/EXMA_2004__13_2_51199/