Problem

Suppose we had a sample space . and 1. Let where

a chain of . Clearly, grows exponentially large the more spins we have. The probability of finding a state is

where is easy to compute, and

the normalization factor. is hard to compute.

This sets the stage for Markov Chain Monte Carlo (MCMC). Since we cannot calculate , we cannot compute directly.

Footnotes

  1. This is a problem from statistical physics. The values are the spin states of electrons.