Computer simulation of physical systems I

PHYS-403

Task Vb: Blocking analysis

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Description

Task Vb: Blocking analysis


Page content

Exercise

  • Generate a sequence of exponentially correlated Gaussian distributed random numbers. 
  • Evaluate the statistical error on finite time averages through the blocking method.

Recommended: find the notebook of the exercise here.


Follow the guidelines reported here.

The file documentation.pdf contains notes on the theory of statistical error evaluation.

The correction for this exercise can be found here.


Alternatively, download the archive file TaskVb.zip and unpack it.