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The Metropolis algorithm

Having chosen the acceptance probabilities, we have guaranteed that if the {\cal P}_i^{(n)} has equilibrated, that is if it is equal to p_i , it will remain equilibrated. Next we need to find the circumstances for convergence to equilibrium.

The dynamical equation can be written as {\cal P}^{(n)}_i = \sum_j M_{ij}{\cal P}^{(n-1)}_j with the matrix M given by M_{ij} = \delta_{ij}\left [ 1 -\sum_k T_{i\rightarrow k} A_{i \rightarrow k} \right ] + T_{j\rightarrow i} A_{j\rightarrow i} \,. Summing over i shows that \sum_i M_{ij} = 1 , and since \sum_k T_{i\rightarrow k} = 1 , and A_{i \rightarrow k} \leq 1 , the elements of the matrix satisfy M_{ij} \geq 0 . The matrix M is therefore a stochastic matrix.