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Statistical Dependence Analysis

Macoto Kikuchi·Nobuyasu Ito·Yutaka Okabe
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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.

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Macoto Kikuchi, Nobuyasu Ito, Yutaka Okabe. 1996-01-10. Statistical Dependence Analysis. https://doi.org/10.1142/s0129183196000326

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