Monte carlo — where it appears
Named by 20 essays across 8 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
An earlier essay computed every second derivative of a ladder filter's magnitude at a ripple peak, found them all negative, and built six hundred ladder filters 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.
The shape a tolerance does not print
A resistor marked 1% promises only that its value lies within one per cent. How the values fill that band is not printed, and it decides almost everything a design does with the part. Four populations that all honour ±1% — spread evenly, Gaussian with the band at three standard deviations, screened from a wider population, and sorted with the best parts removed — give a four-resistor divider spreads of 0.289, 0.168, 0.267 and 0.378 per cent, a factor of 2.26 under one label. Specify the divider at ±0.5 per cent and the yield is 91.4, 99.8, 93.7 and 85.3 per cent. The shape's signature fades as one over the number of parts, so it bites hardest in the circuits with fewest.
A tolerance is an arrow
Change one part of a series RLC low-pass by one per cent and its pole pair moves by a few ten-thousandths of ω₀ — and the response moves by the displacement projected onto the two distances that make it, to within four per cent of the solve. The direction is set by the part. A resistor moves the pair round its circle, away from the axis, and is felt at the peak: 0.99 per cent at Q = 5. A capacitor moves it straight down, parallel to the axis, and is felt beside the peak: +1.78 and −3.20 per cent at the half-power points and almost nothing at the peak itself. Because the short leg is ω₀/2Q long, the capacitor's effect grows by half a per cent for every unit of Q, to 10.1 per cent at Q = 20. Two hundred builds from 1% parts spread by ±2.5 per cent at the band edge.
What a ratio does not see
Parts from one reel, one wafer or one temperature share part of their error, and a circuit that uses them as a ratio cancels exactly the part they share. Four 1% resistors sharing ninety per cent of their error make a divider whose ratio spreads 0.091 per cent and a series chain whose total spreads 0.559 — the same four parts, one answer six times better than independent parts would give and one nearly twice as bad. The ratio's spread falls as √(1 − ρ), the total's rises as √(ρ + (1 − ρ)/4). From −40 to 85 °C the chain moves by up to 0.76 per cent and the ratio by 0.135, inside the ±25 ppm/K the coefficients differ by. And a resistor array whose parts share 99.5 per cent of their error puts a divider inside ±0.1 per cent every time that four discrete parts manage it one time in four.
The average that is not N times quieter
Averaging sixteen samples of a 1 pF capacitor is supposed to take its 63.3 µV of kT/C noise down by four. With one RC of tracking between samples it takes it down by 2.8: the switch has not been closed long enough for the capacitor to forget the last sample, each shares 37 per cent of its value with the one before, and sixteen samples are worth 7.8 independent ones. At a quarter of an RC they are worth 2.6. Sampling faster never helps past a ceiling: however quickly the samples come, an average gathers at most one independent sample per 2RC of time — the continuous average's own limit. And a sampler that settles its signal to 8 bits has already waited long enough for its noise.
How many relaxations a settling curve holds
A settling curve read at eighty times, each good to ten parts in a million of the step, returns the amplitudes of three relaxations spread over two decades to 0.22 per cent and of eight to 46 — even when the fit is handed every time constant exactly. The condition number of the inversion grows by a factor of 7.7 for each extra relaxation packed into a decade, so each tenfold improvement in the reading buys a little more than one more relaxation a decade and no more. A settling measurement can count the dielectric's slowest relaxations; it cannot resolve a crowded spectrum, and how crowded is readable before any amplitude is.
The average an integrator can hold
A switched-capacitor integrator is an averager whose samples are exactly independent, because every cycle resets the sampling capacitor — and it pays for that with two switch phases, 2kT/Cs a cycle, 89.5 µV rms with a picofarad. An ideal integrator averages that as 1/√N without end. A real one leaks through its amplifier's finite gain, and the leak caps the average at 2A·Cf/Cs cycles: 8,000 for a gain of a thousand and a 4 pF feedback capacitor, where the noise stops at √(kT/(A·Cf)) = 1.00 µV. That floor contains the feedback capacitor and the gain and not the sampling capacitor at all, which decides only how long the integration takes to reach it.
Two parts that drift together
A one per cent change in the inductor of a Q = 5 resonant low-pass moves its pole pair mostly downwards, and the response by 2.73% beside the peak. Let the capacitor fall by the same fraction as the inductor rises and their product is fixed, so ω₀ is: the pair can only go round its circle, sideways near the top, and the response changes by 1.00% at the peak and nowhere else — the change a resistor makes. The difference grows with Q: at Q = 20 one per cent of drift moves the band edge 10.2% with the capacitor held, 20.7% with it drifting the same way, and 1.00% with it tracking. Over −40 to 85 °C an inductor of +150 ppm/K moves a Q = 20 band edge 9.1% with a zero-coefficient capacitor and 0.57% with a −150 ppm/K one. Correlation between two parts' errors is itself a tolerance.
The small leg of a large ratio
A divider of two 1% parts sharing ninety per cent of their error spreads 0.129 per cent at a half and 0.236 at ten to one — the same two parts, nearly twice as bad, because what they do not share reaches the output with a leverage of N/(N + 1) rather than one half. Correlation cancels at every ratio; the leverage does not. Built from equal units of one array, a divider of N to one spreads as σᵤ·√(N/M), so at any one area a ten-to-one ratio costs √10 against a half and needs ten times the units to match it, and the units it needs are the bottom leg's. And a ratio far from a half heats its own parts unequally: at 50 V across 11 kΩ the top of a two-part ten-to-one divider runs 46 K hotter than the bottom and the ratio moves 1,055 ppm with perfectly matched coefficients, where a chain of eleven equal units moves at most 29.
The count a core survives
A relaxation oscillator with a 300 ps comparator skew and 5 mV of threshold noise saturates an ideal core with 100 ns of volt-second headroom after 502 periods on average — the 500 the skew alone gives — and one drive in a hundred by 184. The mean does not see the noise at all until the noise is large enough to saturate the core the other way first; the early tail sees nothing else. Every skew and noise level falls on one curve in one ratio, the skew's count over the count at which its ramp overtakes the walk. Read as a burst, a thousand periods with one failure in a thousand allows 150 ps of skew with no noise, 93.5 ps at a millivolt, and none at all above 2.41 mV.
The gain a tolerance demands
A Wien oscillator needs a gain of exactly three only when its four network parts are exactly equal. In general it needs 1 + Rs/Rp + Cp/Cs — bisected on the netlist to ten digits — so a series resistor 1% high asks for 3.0100 and a shunt resistor 1% high for 2.9901. Four thousand seeded oscillators from 1% parts set to the textbook's comfortable 3.02 leave a quarter of them silent; 99.9% start only at 3.072, and at that setting the median unit distorts 2.6% — the limiter has to absorb a margin the tolerance forced. The frequency spreads by one part's own spread, 0.58% for 1% parts, as large as the limiter's own 0.771% shift. Parts from one array, tracking to 0.05%, need only 3.0035, because the gain depends on ratios and the frequency on products.
The leakage a series reading cannot see
The series-aiding and series-opposing readings recover a coupling coefficient to fifteen figures on a netlist, and on a bench with a 0.1% meter they recover it to about 0.001 at every coupling — which is useless exactly where transformers live. At k = 0.999 the leakage, L₁(1 − k²), is two thousandths of the winding, and the series route leaves it 133% uncertain: 88 of 400 seeded benches report a negative leakage. Shorting the other winding reads the leakage directly, to the meter's own 0.1%, and recovers k 943 times more precisely at 0.999. The short is a short only where the shorted winding's reactance dwarfs its resistance by 10k/√(1 − k²), and the winding to short is the one with the longer time constant.
The cure that needs one current
Balancing the resistances an amplifier's inputs look into removes whatever its two input currents have in common and leaves their difference. On a plain bipolar input the two are one current at two pins, correlated at 0.991, and the cure is worth ten. On an input whose bias current has been cancelled they are two residues of either sign, correlated at 0.10, and over 400 seeded parts the cure makes the error 38 per cent worse. It is worth 1/√(2(1 − ρ)) for a zero-mean current, nothing at ρ = ½, and in general exactly the input current over the offset current.
The gain an amplifier asks for, squared
A Wien oscillator built round a real amplifier needs more than a gain of three, and the excess is easy to overrate: the amplifier's lag moves the frequency in proportion to the lag and the required gain only in proportion to its square. At a gain–bandwidth product a hundred times the oscillation frequency the frequency is 4.22 per cent low and the gain needed is 3.00257 — fifty-one times smaller in proportion. The square is also what makes the bias spread: an amplifier 30 per cent slow asks for 1.94 times the typical excess. Against 1 per cent parts the amplifier matches the network's share at a ratio of 16; against a network matched to 0.05 per cent, not until 86.
Every draw shared, and nothing in common
A relaxation oscillator's period error and its volt-second error are made of the same threshold draws, and they are exactly uncorrelated. A period weighs its three draws A, A + B and B; the high half less the low weighs the same three A, B − A and −B; the products sum to A² + B² − A² − B², which is zero at every hysteresis. Over forty thousand periods the measured correlation is 0.008 against a resolution of 0.010. What the two do share is one draw with the period on either side, ±0.157 at β = 0.5, and over any whole burst those two lags cancel term for term. Four thousand bursts judged against twenty-five pairs of limits fail both ways exactly as often as the product of the two rates says: the margins specified separately double-count nothing.
Named alongside it
The objects these essays reach for when they reach for this one.
Seeded generatorComponent toleranceComponent sensitivityDesign tradeoffVoltage dividerDevice matchingModel rangeAveragingRandom walkTemperature coefficientBarkhausen criterionClosed form