[gmx-users] What is the autocorrelation time

[Christopher Neale]

Thank you Stephane.

Unfortunately, neither of those links contains the information that I am seeking. Those links contain some example plots of autocorrelation functions including a discussion of time-spans over which the example time-series is autocorrelated and when it is not, but neither link defines the (exponential or integral) autocorrelation time except to show a plot and indicate when it is non-zero and when it fluctuates about zero.

For example, I already know that the autocorrelation time describes the exponential decay of the correlation and that two values drawn from the same simulation are statistically independent if they are separated by a sufficient number of (accurate) autocorrelation times, but this information is not exactly a definition of the autocorrelation time.

I am hoping to find a definition of the autocorrelation time in terms of the probability of drawing uncorrelated samples, although any complete definition will do.

If anybody else has the time, I would appreciate it.

Thank you,
Chris.

-- original message --

Probably these links give you simple and clear response for your question http://idlastro.gsfc.nasa.gov/idl_html_help/Time-Series_Analysis.html and http://www.statsoft.com/textbook/time-series-analysis/ HTH Stephane
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://maillist.sys.kth.se/pipermail/gromacs.org_gmx-users/attachments/20120516/f070b798/attachment.html>