Journal
PHYSICAL REVIEW E
Volume 82, Issue 3, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.82.031142
Keywords
-
Categories
Funding
- MEXT of Japan [17540348, 18079004]
- Global COE Program
- Grants-in-Aid for Scientific Research [18079004, 17540348] Funding Source: KAKEN
Ask authors/readers for more resources
A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble, sparse random matrices, and matrices whose components are subject to uniform density. Specifically, the probability that all eigenvalues of a matrix are negative is estimated in these cases down to the values of similar to 10(-200), a region where simple random sampling is ineffective. The method can be applied to any ensemble of matrices and used for sampling rare events characterized by any statistics.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available