Variance and Covariance Estimation in Stationary Monte Carlo Device Simulation
نویسندگان
چکیده
This work deals with the Monte Carlo method for stationary device simulation, known as the Single-Particle Monte Carlo method. A thorough mathematical analysis of this method clearly identifies the independent, identically distributed random variables of the simulated process. Knowledge of these random variables allows usage of straight-forward estimates of the stochastic error. The presented method of error estimation is applicable to both distributed quantities and integrated quantities such as terminal currents.
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