Time Correlation Functions (Autocorrelation)
This is an explanation of time correlation functions, also known as autocorrelation functions. I go over the formalism as well as a numerical example applied to a data set of discrete measurements. I purposely set up the mathematica presentation so that you can see my code just in case any of my fellow Mathematica users want to try repeating any of my examples for themselves.
Knowledge of probability density functions is assumed for this lesson, but if you are unfamiliar with them or could use a refresher, check out my lesson on them here:
• Probability Density Functions and Expectat...