4,427
edits
Long-range correlation: Difference between revisions
Jump to navigation
Jump to search
→Coherent states
| Line 6: | Line 6: | ||
== Coherent states == | == Coherent states == | ||
Coherent system states (regular oscillations or 'modes') lead to oscillatory behaviour of the correlation function, as is easily checked by setting ''X = sin(ωt)'' and taking, e.g., ''Y=sin(ωt+φ)''. | Coherent system states (regular oscillations or 'modes') lead to oscillatory behaviour of the correlation function, as is easily checked by setting ''X = sin(ωt)'' and taking, e.g., ''Y=sin(ωt+φ)''. | ||
The cross phase ''φ'' can be determined from the delay ''Δ'' of the maxima of the cross correlation γ (modulo 2π): ''φ = -Δ<sub>max</sub>/ω'' | The cross phase ''φ'' can be determined from the delay ''Δ'' of the maxima of the cross correlation γ (modulo 2π): ''φ = -Δ<sub>max</sub>/ω''. | ||
Note also that the correlation function is a [[:Wikipedia:convolution|convolution]], hence by the [[:Wikipedia:convolution theorem|convolution theorem]] its spectrum is the product of the spectra of ''X'' and ''Y'', so that γ<sub>XY</sub> 'inherits' the spectral properties of the original time series. | Note also that the correlation function is a [[:Wikipedia:convolution|convolution]], hence by the [[:Wikipedia:convolution theorem|convolution theorem]] its spectrum is the product of the spectra of ''X'' and ''Y'', so that γ<sub>XY</sub> 'inherits' the spectral properties of the original time series. | ||