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Error estimates on averages of correlated data

. Advances in Computer Simulation, page 88--103. Berlin, Heidelberg, Springer Berlin Heidelberg, (1998)

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.

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Error estimates on averages of correlated data | SpringerLink

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