Error estimation in the histogram Monte Carlo method

Details Error estimation in the histogram Monte Carlo method Error estimation in the histogram Monte Carlo method

1998-04-28

arxiv.org/abs/cond-mat/9804306v1

J. Stat. Phys. 97, 1011-1026 (1999)

Physics

Condensed Matter

Statistical Mechanics

7 pages including 3 postscript figures, typeset in LaTeX using the RevTeX macro package

Scientific paper

We examine the sources of error in the histogram reweighting method for Monte Carlo data analysis. We demonstrate that, in addition to the standard statistical error which has been studied elsewhere, there are two other sources of error, one arising through correlations in the reweighted samples, and one arising from the finite range of energies sampled by a simulation of finite length. We demonstrate that while the former correction is usually negligible by comparison with statistical fluctuations, the latter may not be, and give criteria for judging the range of validity of histogram extrapolations based on the size of this latter correction.

Affiliated with

Also associated with

No associations

Rating

Error estimation in the histogram Monte Carlo method does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Error estimation in the histogram Monte Carlo method, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Error estimation in the histogram Monte Carlo method will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-448611