Error analysis for correlated Monte Carlo data
- 15 November 1984
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review D
- Vol. 30 (10) , 2230-2232
- https://doi.org/10.1103/physrevd.30.2230
Abstract
The effect of correlations in data from Monte Carlo simulations is discussed and a method for estimating correctly the statistical uncertainty of Monte Carlo averages is presented.Keywords
This publication has 3 references indexed in Scilit:
- Over-relaxation methods for Monte Carlo simulations of quadratic and multiquadratic actionsPhysical Review D, 1984
- String tensions for lattice gauge theories in 2 + 1 dimensionsNuclear Physics B, 1982
- A statistical approach to quantum mechanicsAnnals of Physics, 1981