We prove that for any Monte Carlo algorithm of Metropolis type, the autocorraletion time of a suitable "energy"-like observable is bounded below by a multiple of the corresponding "specific heat." This bound does not depend on whether the proposed moves are local or nonlocal; it depends only on the distance between the desired probability distribution π and the probability distribution π(0) for which the proposal matrix satisfies detailed balance. We show, with several examples, that this result is particularly powerful when applied to nonlocal algorithms.
ASJC Scopus subject areas
- Physics and Astronomy(all)