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Statistical Error Due to Finite Time Averaging in Computer Experiments
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 $\frac{1}{{T}^{\frac{1}{2}}}$. 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 20%.
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Citations
Cited by
Computer Simulation of Liquids
Allen, M. P., & Tildesley, D. J. (2017) · doi:10.1093/oso/9780198803195.001.0001 · Cited by 20,945
Molecular dynamics of narrow, liquid-filled pores
Magda, J. J., Tirrell, M., & Davis, H. T. (1985) · The Journal of Chemical Physics · doi:10.1063/1.449375 · Cited by 377
Spectral rate theory for two-state kinetics
Prinz, J.-H., Chodera, J. D., & Noé, F. (2014) · Physical Review X · doi:10.1103/physrevx.4.011020 · Cited by 21
Metadata
- Authors
- Zwanzig, R., & Ailawadi, N. K.
- Venue
- Physical Review
- Publisher
- American Physical Society (APS)
- Published
- 1969-06-05
- Volume
- 182
- Issue
- 1
- Pages
- 280-283
- ISSN
- 0031-899X (ISSN-L)
- OpenAlex
- W2071725429
- Cited by
- 316
- References
- 0
- FWCI
- 3.15
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Statistical Error Due to Finite Time Averaging in Computer Experiments. https://app.cochat.ai/papers/10.1103/physrev.182.280
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- Zwanzig, R., & Ailawadi, N. K. (1969). Statistical Error Due to Finite Time Averaging in Computer Experiments. Physical Review. https://doi.org/10.1103/physrev.182.280
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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