How do people generally determine uncertainties on results that are based on Monte Carlo simulations? Take this fictive example, just so we have something specific to talk about: I look at 106 particles, confined to a box. There is a small hole in one of the walls, and at some time t0 I am interested in knowing how many particles N have diffused out of the box. This can be simulated by a Monte Carlo approach (Brownian motion). This number N will vary each time I perform the simulation, but it will converge the larger I make the initial sample. Nonetheless, I guess an uncertainty is still present - how can we determine that in general? Thanks for input in advance.