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Estimating errors reliably in Monte Carlo simulations of the Ehrenfest model

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 نشر من قبل Matthias Troyer
 تاريخ النشر 2009
  مجال البحث فيزياء
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Using the Ehrenfest urn model we illustrate the subtleties of error estimation in Monte Carlo simulations. We discuss how the smooth results of correlated sampling in Markov chains can fool ones perception of the accuracy of the data, and show (via numerical and analytical methods) how to obtain reliable error estimates from correlated samples.



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