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Correlation functions

The standard approach to understanding correlations involves averaging products of zero-mean random variables. We have both a moment hierarchy and a correlation hierarchy. The moment hierarchy is simply
eqnarray1154
The correlation hierarchy is
eqnarray1156
It is useful to note that both tex2html_wrap_inline13669 and tex2html_wrap_inline13671, and that this is not true for any higher order. It is also useful to note that for zero-moment random variables, tex2html_wrap_inline13673.



David Wolf
Tue Mar 25 08:11:49 CST 1997