An improvement to the linear accept reject algorithm

Citation
L. Lin et al., An improvement to the linear accept reject algorithm, NUCL PH B-P, 73, 1999, pp. 843-846
Citations number
4
Categorie Soggetti
Physics
Journal title
NUCLEAR PHYSICS B-PROCEEDINGS SUPPLEMENTS
ISSN journal
09205632 → ACNP
Volume
73
Year of publication
1999
Pages
843 - 846
Database
ISI
SICI code
0920-5632(199903)73:<843:AITTLA>2.0.ZU;2-U
Abstract
We study the improvement of Kennedy-Kuti's linear accept/reject algorithm w ith different ordering criterion and modified Bhanot-Kennedy estimator of e (Delta H) to reduce probability-bound violation. A new stochastic Monte Car lo algorithm to accommodate the probability-bound violation is proposed.