Abstract:
Error Estimation in the Histogram Monte Carlo Method
[cond-mat/9804306]
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.
Submitted to: Journal of Statistical Physics
Last Updated: 17-Dec-98