On the approximate calculation of the coefficient of correlation between two functions of dependent random variates
β Scribed by I. O. Sarmanov
- Publisher
- SP MAIK Nauka/Interperiodica
- Year
- 1970
- Tongue
- English
- Weight
- 250 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0001-4346
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π SIMILAR VOLUMES
## I. fntFoduction Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,
We have previously pointed out (1996, Phys. Rev. Lett. 77, 798) that in the calculation of a correlation function C(t) by means of the fluctuation dissipation theorem, much insight could be gained by writing the Fourier transform of C(t) as of the Fourier transform of the relaxation function multipl