I have Metropolis-Markov algorithm and I need to determine integrated autocorrelation time. In order to do that i have to find autocorrelation and I don't quite get what to do.(adsbygoogle = window.adsbygoogle || []).push({});

For example, after equilibration I did N sweeps, took measurements at each one and I obtained N results [tex]O_i,i=1...N[/tex], for some observable.

Definition of autocorrelation says

[tex]A_O (t)=\frac{\langle O_i O_{i+t}\rangle-\langle O_i\rangle^2}{\langle O_i^2\rangle-\langle O_i\rangle^2}[/tex]

What are those averages over? Should I average over [tex]i[/tex]?

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# Autocorrelation and autocorrelation time

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