期刊
PHYSICAL REVIEW E
卷 82, 期 3, 页码 -出版社
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.82.031142
关键词
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资金
- MEXT of Japan [17540348, 18079004]
- Global COE Program
- Grants-in-Aid for Scientific Research [18079004, 17540348] Funding Source: KAKEN
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.
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