DOI: 10.1063/1.457480. Error estimates on averages of correlated data

Error estimates on averages of correlated data

10.1063/1.457480

Crossref journal-article

AIP Publishing

The Journal of Chemical Physics (317)

Abstract

We describe how the true statistical error on an average of correlated data can be obtained with ease and efficiency by a renormalization group method. The method is illustrated with numerical and analytical examples, having finite as well as infinite range correlations.

Bibliography

Flyvbjerg, H., & Petersen, H. G. (1989). Error estimates on averages of correlated data. The Journal of Chemical Physics, 91(1), 461â466.

Authors 2

H. Flyvbjerg (first)
H. G. Petersen (additional)

References 11 Referenced 1,320

{'key': '2024021008381007000_r1'}
10.1103/PhysRevD.29.306 / Phys. Rev. D (1984)
10.1016/0550-3213(86)90282-8 / Nucl. Phys. B (1986)
{'key': '2024021008381007000_r4'}
{'key': '2024021008381007000_r5'}
{'key': '2024021008381007000_r6'}
10.1103/PhysRevD.30.2230 / Phys. Rev. D (1984)
10.1016/0378-4371(80)90058-8 / Physica A (1980)
10.1098/rspa.1980.0135 / Proc. R. Soc. London Ser. A (1980)
10.1137/1021092 / SIAM Review (1979)
{'key': '2024021008381007000_r11'}

Dates

Type	When
Created	23 years, 1 month ago (July 26, 2002, 9:12 a.m.)
Deposited	1 year, 6 months ago (Feb. 10, 2024, 5:24 a.m.)
Indexed	1 hour, 47 minutes ago (Aug. 28, 2025, 8:51 a.m.)
Issued	36 years, 1 month ago (July 1, 1989)
Published	36 years, 1 month ago (July 1, 1989)
Published Print	36 years, 1 month ago (July 1, 1989)

Funders 0

None

BibTeX

@article{Flyvbjerg_1989, title={Error estimates on averages of correlated data}, volume={91}, ISSN={1089-7690}, url={http://dx.doi.org/10.1063/1.457480}, DOI={10.1063/1.457480}, number={1}, journal={The Journal of Chemical Physics}, publisher={AIP Publishing}, author={Flyvbjerg, H. and Petersen, H. G.}, year={1989}, month=jul, pages={461–466} }

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