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Sampling the Fermi statistics and other conditional product measures

A. GaudillièreJ. Reygner — 2011

Annales de l'I.H.P. Probabilités et statistiques

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for non-interacting particles among energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term  ln  for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous)...

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