http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&feed=atom&action=history
Autocorrelation - Revision history
2024-03-29T11:29:59Z
Revision history for this page on the wiki
MediaWiki 1.41.0
http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&diff=6584&oldid=prev
Dduque: 2nd equation corrected
2008-06-23T12:30:54Z
<p>2nd equation corrected</p>
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<td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Revision as of 13:30, 23 June 2008</td>
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<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\langle a(0) a(t) \rangle,</math></div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\langle a(0) a(t) \rangle,</math></div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>or vectorial, in which case the scalar product is taken:</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>or vectorial, in which case the scalar product is taken:</div></td></tr>
<tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\langle \vec{a}(0)\cdot\vec{<del style="font-weight: bold; text-decoration: none;">b</del>}(t) \rangle.</math></div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\langle \vec{a}(0)\cdot\vec{<ins style="font-weight: bold; text-decoration: none;">a</ins>}(t) \rangle.</math></div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><br></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>These correlations typically decay exponentially at long times:</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>These correlations typically decay exponentially at long times:</div></td></tr>
</table>
Dduque
http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&diff=6569&oldid=prev
Carl McBride: Style: changed d in integral to mathrm font.
2008-06-20T12:23:13Z
<p>Style: changed d in integral to mathrm font.</p>
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<td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Revision as of 13:23, 20 June 2008</td>
</tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l15">Line 15:</td>
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<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>A different definition of the decay time would be the time integral</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>A different definition of the decay time would be the time integral</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>of <math>c(t)</math>:</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>of <math>c(t)</math>:</div></td></tr>
<tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>:<math>\tau'=\int_0^\infty c(t) \,<del style="font-weight: bold; text-decoration: none;">dt </del>,</math></div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>:<math>\tau'=\int_0^\infty c(t) \,<ins style="font-weight: bold; text-decoration: none;">{\mathrm d}t </ins>,</math></div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>which coincides with the previous one if the decay is purely exponential. Since</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>which coincides with the previous one if the decay is purely exponential. Since</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>this is not the case at short times, the two times will be similar but</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>this is not the case at short times, the two times will be similar but</div></td></tr>
</table>
Carl McBride
http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&diff=6568&oldid=prev
Dduque: slight rewritting
2008-06-20T11:17:55Z
<p>slight rewritting</p>
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<td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Revision as of 12:17, 20 June 2008</td>
</tr><tr><td colspan="2" class="diff-lineno" id="mw-diff-left-l7">Line 7:</td>
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<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>These correlations typically decay exponentially at long times:</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>These correlations typically decay exponentially at long times:</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\exp(-t/\tau),</math></div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\exp(-t/\tau),</math></div></td></tr>
<tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>with a <del style="font-weight: bold; text-decoration: none;">typical </del>decay time <math>\tau</math>. This holds if</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>with a decay<ins style="font-weight: bold; text-decoration: none;">, or relaxation, </ins>time <math>\tau</math>. This holds if</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>the underlying process is [[Markov chain |Markovian]], and exceptions are known</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>the underlying process is [[Markov chain |Markovian]], and exceptions are known</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>to occur, even in equilibrium classical fluids: the velocity</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>to occur, even in equilibrium classical fluids: the velocity</div></td></tr>
</table>
Dduque
http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&diff=6567&oldid=prev
Dduque: "dt" added to integral
2008-06-20T11:17:03Z
<p>"dt" added to integral</p>
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<td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Revision as of 12:17, 20 June 2008</td>
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<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>A different definition of the decay time would be the time integral</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>A different definition of the decay time would be the time integral</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>of <math>c(t)</math>:</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>of <math>c(t)</math>:</div></td></tr>
<tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>:<math>\tau'=\int_0^\infty c(t),</math></div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>:<math>\tau'=\int_0^\infty c(t) <ins style="font-weight: bold; text-decoration: none;">\,dt </ins>,</math></div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>which coincides with the previous one if the decay is purely exponential. Since</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>which coincides with the previous one if the decay is purely exponential. Since</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>this is not the case at short times, the two times will be similar but</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>this is not the case at short times, the two times will be similar but</div></td></tr>
</table>
Dduque
http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&diff=6555&oldid=prev
Carl McBride: Added an internal link to the Markov chain
2008-06-20T08:53:45Z
<p>Added an internal link to the Markov chain</p>
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<td colspan="2" style="background-color: #fff; color: #202122; text-align: center;">Revision as of 09:53, 20 June 2008</td>
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<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\exp(-t/\tau),</math></div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>:<math>c(t)=\exp(-t/\tau),</math></div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>with a typical decay time <math>\tau</math>. This holds if</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>with a typical decay time <math>\tau</math>. This holds if</div></td></tr>
<tr><td class="diff-marker" data-marker="−"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #ffe49c; vertical-align: top; white-space: pre-wrap;"><div>the underlying process is Markovian, and exceptions are known</div></td><td class="diff-marker" data-marker="+"></td><td style="color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #a3d3ff; vertical-align: top; white-space: pre-wrap;"><div>the underlying process is <ins style="font-weight: bold; text-decoration: none;">[[Markov chain |</ins>Markovian<ins style="font-weight: bold; text-decoration: none;">]]</ins>, and exceptions are known</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>to occur, even in equilibrium classical fluids: the velocity</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>to occur, even in equilibrium classical fluids: the velocity</div></td></tr>
<tr><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>autocorrelation function (see [[diffusion]]) is known to present</div></td><td class="diff-marker"></td><td style="background-color: #f8f9fa; color: #202122; font-size: 88%; border-style: solid; border-width: 1px 1px 1px 4px; border-radius: 0.33em; border-color: #eaecf0; vertical-align: top; white-space: pre-wrap;"><div>autocorrelation function (see [[diffusion]]) is known to present</div></td></tr>
</table>
Carl McBride
http://www.sklogwiki.org/SklogWiki/index.php?title=Autocorrelation&diff=6552&oldid=prev
Dduque: New page: The '''autocorrelation''' of one magnitude refers to the temporal correlation of a magnitude with itself. The magnitude may be scalar: :<math>c(t)=\langle a(0) a(t) \rangle,</math> or vect...
2008-06-20T08:41:25Z
<p>New page: The '''autocorrelation''' of one magnitude refers to the temporal correlation of a magnitude with itself. The magnitude may be scalar: :<math>c(t)=\langle a(0) a(t) \rangle,</math> or vect...</p>
<p><b>New page</b></p><div>The '''autocorrelation''' of one magnitude refers to the temporal correlation of<br />
a magnitude with itself. The magnitude may be scalar:<br />
:<math>c(t)=\langle a(0) a(t) \rangle,</math><br />
or vectorial, in which case the scalar product is taken:<br />
:<math>c(t)=\langle \vec{a}(0)\cdot\vec{b}(t) \rangle.</math><br />
<br />
These correlations typically decay exponentially at long times:<br />
:<math>c(t)=\exp(-t/\tau),</math><br />
with a typical decay time <math>\tau</math>. This holds if<br />
the underlying process is Markovian, and exceptions are known<br />
to occur, even in equilibrium classical fluids: the velocity<br />
autocorrelation function (see [[diffusion]]) is known to present<br />
a ''long tail'' (power-law) decay.<br />
<br />
A different definition of the decay time would be the time integral<br />
of <math>c(t)</math>:<br />
:<math>\tau'=\int_0^\infty c(t),</math><br />
which coincides with the previous one if the decay is purely exponential. Since<br />
this is not the case at short times, the two times will be similar but<br />
different. This later definition seems to be more related to times<br />
experimentally measurable.<br />
<br />
[[Category: Non-equilibrium thermodynamics]]</div>
Dduque