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Strict Detailed Balance is Unnecessary in Monte Carlo Simulation

Vasilios I. Manousiouthakis·Michael W. Deem
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Abstract

Detailed balance is an overly strict condition to ensure a valid Monte Carlo simulation. We show that, under fairly general assumptions, a Monte Carlo simulation need satisfy only the weaker balance condition. Not only does our proof show that sequential updating schemes are correct, but also it establishes the correctness of a whole class of new methods that simply leave the Boltzmann distribution invariant.

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Vasilios I. Manousiouthakis, Michael W. Deem. 1998-12-02. Strict Detailed Balance is Unnecessary in Monte Carlo Simulation. https://doi.org/10.1063/1.477973

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