Correlation function: Difference between revisions

Revision as of 23:48, 29 April 2022

Revision as of 17:09, 22 October 2023

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==Properties of probability distributions==

With these definitions, the study of correlation functions is similar to the study of [[probability distributions]]. Many stochastic processes can be completely characterized by their correlation functions; the most notable example is the class of [[Gaussian processes]].

Probability distributions defined on a finite number of points can always be normalized, but when these are defined over continuous spaces, then extra care is called for. The study of such distributions started with the study of [[random walk]]s and led to the notion of the [[Itō calculus]].

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*[[Correlation function (quantum field theory)]]

*[[Mutual information]]

*[[Rate distortion theory#Rate–distortion_functionsRate–distortion functions|Rate distortion theory]]

*[[Radial distribution function]]

{{Statistical mechanics topics}}

{{Authority control}}

[[Category:Covariance and correlation]]