Loading [MathJax]/jax/output/HTML-CSS/fonts/TeX/fontdata.js

 

 

 

Why Markov chains, Brownian motion and the Metropolis algorithm

We want to study a physical system which evolves towards equilibrium, from som given initial conditions. Recall the simple example of particles in a box. At an initial time t_0 all particles are in the left half of the box. Thereafter they are allowed to diffuse into the two halves of the box.