DOI: 10.1063/1.457480 ISSN:
Error estimates on averages of correlated data
H. Flyvbjerg, H. G. Petersen- Physical and Theoretical Chemistry
- General Physics and Astronomy
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.