title: Understanding and improving the Wang-Landau algorithm.
abstract: We present a mathematical analysis of the Wang-Landau algorithm, prove its convergence, and identify sources of errors and strategies for optimization. In particular, we found the histogram increases uniformly with small fluctuations after a stage of initial accumulation, and the statistical error is found to scale as square root of (ln f) with the modification factor f . This has implications for strategies for obtaining fast convergence.
authors.affiliation: Department of Electrical Engineering, Princeton University, Princeton, New Jersey 08544, USA.
authors.forename: Chenggang
authors.initials: C
authors.lastname: Zhou
authors.forename: R N
authors.initials: RN
authors.lastname: Bhatt