Cross-correlation matrix: Difference between revisions

Revision as of 03:23, 21 February 2006

Revision as of 09:13, 21 February 2006

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{{cleanup-date|February 2006}}

For [[stochastic process]]es, including those that arise in [[statistical mechanics]] and Euclidean [[quantum field theory]], a '''correlation function''' is the [[correlation]] between [[random variable]]s at two different points in space or time. If one considers the correlation function between random variables at the same point but at two different times then one refers to this as the '''autocorrelation function'''. If there are multiple random variables in the problem then correlation functions of the ''same'' random variable are also sometimes called autocorrelation. Correlation functions of different random variables are sometimes called '''cross correlations'''.

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*[[Rate distortion theory#Rate-Distortion_Functions |Mutual information]]

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