Correlation Time: Difference between revisions
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(Created page with "In the case of Gaussian white noise, since the correlation function is a delta function, the correlation time is zero. In the case of red noise the autocorrelation function is...") |
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Latest revision as of 09:05, 15 May 2015
In the case of Gaussian white noise, since the correlation function is a delta function, the correlation time is zero. In the case of red noise the autocorrelation function is a negative exponential , so that is the correlation time, because that’s how long it takes to drop by an order of magnitude. In some sense a longer correlation time corresponds to a longer “memory” of the previous path.