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
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.

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