Monte carlo — where it appears
Named by 6 essays across 4 fields — each of them below, with the objects they name alongside it.
The floor a resistor sets
A kilohm at room temperature produces 4.00 nanovolts per root hertz, and it does so because it is warm rather than because of anything about how it was made. That is the first boundary in this collection that bounds a model from below — gain does not help, because gain amplifies it too — and it is the only field here whose figures are samples.
The tolerance that is not on any part
Four one per cent resistors in a divider give an answer whose worst case is one per cent, whose measured spread is 0.29 per cent, and whose root-sum-square bound — offered everywhere as though it were a standard deviation — is 1.70 of one. Adding parts does not move the worst case at all and shrinks the spread as one over their root, so the gap between the promise and the fact widens with every resistor. And the same arithmetic draws a boundary in tolerance rather than in frequency: an R–2R ladder is a twelve-bit converter only while its resistors are inside 0.14 per cent.
Two thresholds because there is a floor
A comparator with one threshold, watching a slow signal cross it once, changes its mind 22.7 times on average and as many as 29 — because there is noise under the signal and no threshold is ever crossed once. Hysteresis fixes it, and how much is needed is a multiple of the noise's own standard deviation rather than a voltage: 3.57 of them here. The multiple grows with how long the threshold is watched, and slowly — a hundredfold longer record needs three times the hysteresis, not a hundred times.
The three tolerances that do nothing
The rung below computed every second derivative of a ladder's magnitude at a ripple peak, found them all negative, and built six hundred ladders to argue that no combination of tolerances could raise the response. The whole matrix says so outright — and says something six hundred samples could not have found, because a sample of a five-dimensional box never lands on a three-dimensional subspace: two of the five eigenvalues are of order one and the other three are nine decades down.
The filter an average is
A mean taken over a window is a filter, and the area under its squared response is exactly one over twice the window — 25 hertz of noise bandwidth for twenty milliseconds, passing half its power at 22.15. Built to the same noise, a one-pole averager passes half its power at 15.92 hertz and takes 2.33 times as long to settle to one per cent, and two means in cascade pass half at 23.92 and take 1.25 times as long. Between its nulls a mean rejects the mains no better than the one-pole does, and one per cent off a null it rejects it by forty decibels however many cycles the window holds.
The mismatch that cancels itself
A current mirror's copy error is spread by three things the two transistors can differ in, and the population that measures it has always drawn all three at once. Turned on one at a time, a two per cent spread of saturation currents gives 1.910 per cent of copy error and a two per cent spread of current gains gives 0.00022 — because the gains enter only as a sum of reciprocals, which has no first derivative where they are equal. Then the standard cure un-cancels it, by a factor of 86.
Named alongside it
The objects these essays reach for when they reach for this one.
Seeded generatorComponent sensitivityComponent toleranceDesign tradeoffEquivalent noise bandwidthModel rangeSpectral densityVoltage dividerAdjoint networkAveragingBrick wall filterComparator