Brownian motion and Markov processes, Ergodicity and Detailed balance

To reach this distribution, the Markov process needs to obey two important conditions, that of ergodicity and detailed balance. These conditions impose then constraints on our algorithms for accepting or rejecting new random states.

The Metropolis algorithm discussed here abides to both these constraints.

The Metropolis algorithm is widely used in Monte Carlo simulations and the understanding of it rests within the interpretation of random walks and Markov processes.