Correlation function: Difference between revisions

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{{Short description|Correlation as a function of distance}}
{{other uses}}
{{UnreferencedMore citations needed|date=December 20092023}}
[[File:Comparison_convolution_correlation.svg|thumb|300px|Visual comparison of [[convolution]], [[cross-correlation]] and [[autocorrelation]].]]
A '''correlation function''' is a [[function (mathematics)|function]] that gives the statistical [[correlation]] between [[random variable]]s, contingent on the spatial or temporal distance between those variables.<ref>{{cite book
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| url=https://link.springer.com/chapter/10.1007/978-981-13-9314-3_1
| publisher=Springer, Singapore
| pages=1-181–18
| doi=10.1007/978-981-13-9314-3_1
| access-date=December 14, 2023}}</ref> If one considers the correlation function between random variables representing the same quantity measured at two different points, then this is often referred to as an [[autocorrelation function]], which is made up of [[autocorrelation]]s. Correlation functions of different random variables are sometimes called '''cross-correlation functions''' to emphasize that different variables are being considered and because they are made up of [[cross-correlation]]s.
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==See also==
*[[{{annotated link|Autocorrelation]]}}
*[[{{annotated link|Correlation does not imply causation]]}}
*[[{{annotated link|Correlogram]]}}
*[[{{annotated link|Covariance function]]}}
*[[{{annotated link|Pearson product-moment correlation coefficient]]}}
*[[{{annotated link|Correlation function (astronomy)]]}}
*[[{{annotated link|Correlation function (statistical mechanics)]]}}
*[[{{annotated link|Correlation function (quantum field theory)]]}}
*[[{{annotated link|Mutual information]]}}
*[[{{annotated link|Rate distortion theory#Rate–distortion functions|Rate distortion theory]]}}
*[[{{annotated link|Radial distribution function]]}}
 
==References==