Bulg. J. Phys. vol.28 no.3-4 (2001), pp. 120-127
Cumulant-Like Cross-Correlation Functions to Determine Temporal
Biman Das, Nicolas Lyga
Department of Physics, State University of New York, Potsdam, New York 13676, USA
go backDepartment of Physics, State University of New York, Potsdam, New York 13676, USA
Abstract. In statistics, cumulants of a particular order represent "true" moments of that order since in their definition the effects of all lower orders moments have been washed out. We have obtained expressions for the cumulant-like or "true" cross-correlation functions (equivalent to cumulants rather than moments) by subtracting the lower order correlation functions. It is expected that these expressions will provide clearer cross-correlations of two signals showing some features that may be hidden in the usual cross-correlation functions. The expressions will be useful for experimentalists wishing to get useful temporal information from the digitized time series of two experimental signals.