Please ask your questions below by directly editing the page

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Questions and Remarks:

Q: What exactly mean Var(\xi_i)? Is it mean

?
A:

is the variance, essentially the square of the standard deviation (l' écart-type) of my data distribution - marcello.civelli

Q: I am not sure to understand question I-2: are we suppose to do as if each step of the markovian walk gives a independent random variable (which is of course wrong: the position between two steps are correlated). ( Ok seems to be "yes" according to part II)

Q: I have a problem with the formula (1), namely the formula which gives the statistical error in our Markov chain data from the autocorrelation function. I would expect that we recover the usual formula ( sqrt(var/N) ) if the data are uncorellated (ie if C(n) = 0 for n > 0), but here I get sqrt(2var/N).

A: I guess one has to count for each n 2 possible distances between couples of sites, one in the positive, the other in the negative direction, hence a factor 2, except for the distance 0 point....I guess. Ask Alberto. - marcello.civelli

A: Yes you are right, there is a small mistake in Eq.(1). The correct formula is - alberto.rosso

- Shouldn't there be a minus sign in front of C(0) ?

Oups sorry I just realised you change the beginning of your sum, so this is completely equivalent...

- I don't know where to put this put the lecture class for this week is not online (even though the link exist, the corresponding page does not)
A: Link should be operational now - marcello.civelli

## Please ask your questions below by directly editing the page

To edit the page, you have to become a member of the wiki by clicking on the Join link (top-right of the page), or by sending an email to one of us.

You can insert math formulæ using LaTeX code:

e.g.typingyields:

Remark: to get anemail notificationfor when this page is updated/modified, click on the dots...on the edit toolbar, and tune your preferences in the 'Notify' submenu.## Questions and Remarks:

- Q: What exactly mean Var(\xi_i)? Is it mean

?A:

is the variance, essentially the square of the standard deviation (l' écart-type) of my data distribution - marcello.civelli

Q: I am not sure to understand question I-2: are we suppose to do as if each step of the markovian walk gives a independent random variable (which is of course wrong: the position between two steps are correlated). ( Ok seems to be "yes" according to part II)Q: I have a problem with the formula (1), namely the formula which gives the statistical error in our Markov chain data from the autocorrelation function. I would expect that we recover the usual formula ( sqrt(var/N) ) if the data are uncorellated (ie if C(n) = 0 for n > 0), but here I get sqrt(2var/N).- Shouldn't there be a minus sign in front of C(0) ?

Oups sorry I just realised you change the beginning of your sum, so this is completely equivalent...

- I don't know where to put this put the lecture class for this week is not online (even though the link exist, the corresponding page does not)

A: Link should be operational now - marcello.civelli