A Comparison of Random Walks with Different Types of Acceptance Probabilities

A Comparison of Random Walks with Different Types of Acceptance Probabilities

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In this thesis random walks similar to the Metropolis algorithm are investigated. Special emphasis is laid on different types of acceptance probabilities, namely Metropolis, Tsallis and Threshold Accepting. Equilibrium and relaxation properties as well as performance aspects in stochastic optimizati...

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Bibliographic Details
Main Author: Fachat, André
Other Authors: Technische Universität Chemnitz
Format: Doctoral Thesis
Language:English
Published: 2001
Subjects:
info:eu-repo/classification/ddc/530
ddc:530
info:eu-repo/classification/ddc/510
ddc:510
Monte Carlo
Wahrscheinlichkeit
Physik
Statistische Physik
Theoretische Physik
Gleichgewichtsmodell
Random Walk
Acceptance Probability
Metropolis
Tsallis
Threshold Accepting
Optimaler Schedule
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