Error estimation and reduction with cross correlations
نویسندگان
چکیده
منابع مشابه
Error estimation and reduction with cross correlations.
Besides the well-known effect of autocorrelations in time series of Monte Carlo simulation data resulting from the underlying Markov process, using the same data pool for computing various estimates entails additional cross correlations. This effect, if not properly taken into account, leads to systematically wrong error estimates for combined quantities. Using a straightforward recipe of data ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2010
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.81.066701