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- If the cycle has a length m, then imagine our calculation of
- Then random numbers after the m'th are no longer independent
and so our use of central limit theorem breaks down.
- Our error is
where N= number of events and m
is cycle length.
- The references give various formal criteria to guide the choice
of a, c, and m.
- Unfortunately, I do not see any of these references as being very
good as they do not test and compare some key choices.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu