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The Metropolis Algorithm and Detailed Balance

The further constraints are 0 \le W_{ij} \le 1 and 0 \le w_{j} \le 1 .

  • We can thus write the action of W as
\begin{equation*} w_i(t+1) = \sum_jW_{ij}w_j(t), \end{equation*} or as vector-matrix relation \begin{equation*} \hat{w}(t+1) = \hat{W\hat{w}}(t), \end{equation*} and if we have that ||\hat{w}(t+1)-\hat{w}(t)||\rightarrow 0 , we say that we have reached the most likely state of the system, the so-called steady state or equilibrium state.