Difference between revisions of "Documentation:Monte Carlo Equilibration"

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(Theory)
(Theory)
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== Theory ==
 
== Theory ==
  
We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. <math>y_0,y_1,\cdots,y_{N-1}</math>
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We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. <math>y_0,y_1,\cdots,y_{N-1}</math>. Suppose <math>\bar{y}_i = \beta_0 + \beta_1 x_i </math> (s.t. <math>i = 0, 1, \cdots, N-1</math>) is the least-squares best fitted line, we attempt to minimize

Revision as of 11:53, 9 September 2013

Monte Carlo equilibration

Theory

We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. y_0,y_1,\cdots,y_{N-1}. Suppose \bar{y}_i = \beta_0 + \beta_1 x_i (s.t. i = 0, 1, \cdots, N-1) is the least-squares best fitted line, we attempt to minimize