Documentation:Monte Carlo Equilibration
Revision as of 12:45, 9 September 2013 by Tamama (→Hypothesis testing: Monte Carlo statistics has reached steady state?)
Monte Carlo equilibration
We have a timeseries of N measurements obtained from a Monte Carlo simulation, i.e. .
Suppose (s.t. ) is the least-squares best fitted line, we attempt to minimize w.r.t. and .
Slope of best-fitted line
Error in slope of best-fitted line
Denoting , we have:
Hypothesis testing: Monte Carlo statistics has reached steady state?