Error estimates on averages of correlated data

  • Henrik Flyvbjerg
Conference paper
Part of the Lecture Notes in Physics book series (LNP, volume 501)


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.


Correlation Function Correlation Length Correlate Data Blocking Method Spin Configuration 
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Copyright information

© Springer-Verlag 1998

Authors and Affiliations

  • Henrik Flyvbjerg
    • 1
    • 2
  1. 1.Höchstleistungsrechnenzentrum (HLRZ) Forschungszentrum JülichJülichGermany
  2. 2.Department of Optics and Fluid DynamicsRisø National LaboratoryRoskildeDenmark

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