Estimating errors reliably in Monte Carlo simulations of the Ehrenfest model

Details Estimating errors reliably in Monte Carlo simulations of the Ehrenfest model Estimating errors reliably in Monte Carlo simulations of the Ehrenfest model

2009-06-04

arxiv.org/abs/0906.0943v1

Am.J.Phys.78:150-157,2010

Physics

Computational Physics

Scientific paper

10.1119/1.3247985

Using the Ehrenfest urn model we illustrate the subtleties of error
estimation in Monte Carlo simulations. We discuss how the smooth results of
correlated sampling in Markov chains can fool one's perception of the accuracy
of the data, and show (via numerical and analytical methods) how to obtain
reliable error estimates from correlated samples.

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