Chapter 8: Statistical Errors and Autocorrelation Times Flashcards Preview

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Flashcards in Chapter 8: Statistical Errors and Autocorrelation Times Deck (5):
1

Fluctuation Approximation

2

Error of Estimator

3

Autocorrelation Times

  • due to correlation, εenhanced by factor of (2τint,O)
  • uncorrelated measurements occur every 2τint,O units of time

4

Binning Analysis

divide time-series into NB blocks each containing k measurements

  • time-average same as average of each block

5

Binning Analysis 
(Autocorrelation Time Estimate)

if k >> τ