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On Stochastic Error and Computational Efficiency of the Markov Chains Monte Carlo Method
Monte Carlo simulation phase coexistence Gibbs ensemble molecular simulation multi-component system
2012/4/24
In Monte Carlo simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. As the stochastic error of the simula...
Finding and testing network communities by lumped Markov chains
networks communities Markov chains random walks
2011/8/29
Identifying communities (or clusters), namely groups of nodes with comparatively strong internal connectivity, is a fundamental task for deeply understanding the structure and function of a network. Y...
In a quantum Markov chain, the temporal succession of states is modeled by the repeated action of a ``bistochastic quantum operation" on the density matrix of a quantum system. Based on this conceptua...
Cyclic Markov chains with an application to an intermediate ENSO model
Cyclic Markov chains application intermediate ENSO model
2009/11/12
We develop the theory of cyclic Markov chains and apply it to the El Niño-Southern Oscillation (ENSO) predictability problem. At the core of Markov chain modelling is a partition of the state s...