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STATISTICAL DEPENDENCE ANALYSIS

Macoto Kikuchi (), Nobuyasu Ito () and Yutaka Okabe ()
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Macoto Kikuchi: Department of Physics, Osaka University, Toyonaka 560, Japan
Nobuyasu Ito: Department of Applied Physics, The University of Tokyo, Tokyo 113, Japan
Yutaka Okabe: Department of Physics, Tokyo Metropolitan University, Tokyo 192-03, Japan

International Journal of Modern Physics C (IJMPC), 1996, vol. 07, issue 03, 379-387

Abstract: We review our recent studies on the dynamical correlations in MC simulations from the view point of the statistical dependence. Attentions are paid to the reduction of the statistical degrees of freedom for correlated data. Possible biases on several cumulants, such as the susceptibility and the Binder number due to finite MC length are discussed. A new method for calculating the equilibrium relaxation time from the analysis of the statistical dependence is presented. We apply it to the critical dynamics of the Ising model to estimate the dynamical critical exponent accurately.

Keywords: Critical Dynamics; Relaxation Time; Statistical Dependence; Monte Carlo simulation (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1142/S0129183196000326

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