Variance and Covariance Estimation in Stationary Monte Carlo Device Simulation View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2001

AUTHORS

H. Kosina , M. Nedjalkov , S. Selberherr

ABSTRACT

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. More... »

PAGES

140-143

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-7091-6244-6_31

DOI

http://dx.doi.org/10.1007/978-3-7091-6244-6_31

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1043190398


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