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arXiv 0811.3097cond-mat.stat-mech
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相变标度分析中的互相关

Cross-correlations in scaling analyses of phase transitions

Martin Weigel, Wolfhard Janke

摘要:

热或有限尺寸标度分析的重要性抽样蒙特卡罗时间序列附近的相变点,往往结合不同的估计相同的数量,如一个临界指数,目的是减少统计波动。我们指出,这种估计在同一时间序列的起源往往会导致明显的互相关,通常被忽略,即使在高精度的研究,一般导致显着低估的统计波动。我们建议使用一个简单的扩展传统的分析考虑到相关性的影响,这导致改进的估计,往往大大减少统计波动,几乎没有额外的成本计算时间。

英文摘要:

Thermal or finite-size scaling analyses of importance sampling Monte Carlo time series in the vicinity of phase transition points often combine different estimates for the same quantity, such as a critical exponent, with the intent to reduce statistical fluctuations. We point out that the origin of such estimates in the same time series results in often pronounced cross-correlations which are usually ignored even in high-precision studies, generically leading to significant underestimation of statistical fluctuations. We suggest to use a simple extension of the conventional analysis taking correlation effects into account, which leads to improved estimators with often substantially reduced statistical fluctuations at almost no extra cost in terms of computation time.

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