Accession Number : AD0682545

Title :   STATISTICAL ERROR DUE TO FINITE TIME AVERAGING IN COMPUTER EXPERIMENTS.

Descriptive Note : Technical note,

Corporate Author : MARYLAND UNIV COLLEGE PARK INST FOR FLUID DYNAMICS AND APPLIED MATHEMATICS

Personal Author(s) : Zwanzig,Robert ; Ailawadi,Narinder K.

Report Date : JAN 1969

Pagination or Media Count : 14

Abstract : In using a computer experiment to calculate the time correlation function of some dynamical variable, the ensemble average over an equilibrium distribution in phase space often is replaced by a time average over a finite interval T. It is shown here that the statistical uncertainty due to this kind of average is of the order of 1/the square root of T. The coefficient of the square root is related to a characteristic relaxation time of the correlation function. If only time averaging is performed, the resulting statistical uncertainty in typical computer experiments may be of the order of twenty percent. (Author)

Descriptors :   (*STATISTICAL MECHANICS, COMPUTER PROGRAMMING), (*STATISTICAL ANALYSIS, EXPERIMENTAL DESIGN), STATISTICAL FUNCTIONS, MEASURE THEORY, CORRELATION TECHNIQUES, NUMERICAL ANALYSIS, NUMERICAL INTEGRATION, UNCERTAINTY, ERRORS

Subject Categories : Physical Chemistry
      Statistics and Probability
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE