Chapter 8: Statistical Errors and Autocorrelation Times Flashcards

1
Q

Fluctuation Approximation

A
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2
Q

Error of Estimator

A
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3
Q

Autocorrelation Times

A
  • due to correlation, ε2 enhanced by factor of (2τint,O)
  • uncorrelated measurements occur every 2τint,O units of time
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4
Q

Binning Analysis

A

divide time-series into NB blocks each containing k measurements

  • time-average same as average of each block
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5
Q

Binning Analysis

(Autocorrelation Time Estimate)

A

if k >> τ

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