Correlation length of time series in statistical simulations (Q1201096)
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scientific article; zbMATH DE number 97203
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| English | Correlation length of time series in statistical simulations |
scientific article; zbMATH DE number 97203 |
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Correlation length of time series in statistical simulations (English)
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17 January 1993
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Application of the algorithm by \textit{T. P. Straatsma}, \textit{H. J. C. Berendsen} and \textit{A. J. Stam} [Math. Phys. Vol. 57(1), 89 (1986)] for the estimation of the correlation length in a time series about rarefied gas flow. Conclusion as to the randomness of the estimates, when no maximum lag is known.
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statistical simulations
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numerical example
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correlation length
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time series
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rarefied gas flow
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0.7863281965255737
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0.6884689331054688
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0.6884689331054688
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0.6716189980506897
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