Correlation function

In statistics and probability, in particular in stochastic processes, the value of a correlation function r(s,t) is the correlation between random variables X_s and X_t, where the indices s and t are often either points in time or physical locations.

A caveat, though, in quantum field theory, we sometimes have nonpositive states and in that case, a probabilistic interpretation makes no sense. At any rate, even in ordinary quantum field theory, we need to work with quantum probability instead of classical probability.

See also

• Correlation
• Spearman's rank correlation coefficient
• Pearson product-moment correlation coefficient
• Correlation function (astronomy)
• Correlation function (statistical mechanics)
• Correlation function (quantum field theory)
• Mutual information

This is a stub article. Ideally, it will make clear that the correlation functions in astronomy, financial market analysis, etc., are all instances of the same idea; therefore, a disambiguation page is not what this should be.