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Uncorrelated Numbers

A sequence of numbers alpha_n is said to be uncorrelated if it satisfies

lim_(n->infty)1/(2n)sum_(m=-n)^nalpha_m^2=1
lim_(n->infty)1/(2n)sum_(m=-n)^nalpha_malpha_(k+m)=0

for k!=0.

See also

Wiener Numbers

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References

Papoulis, A. The Fourier Integral and Its Applications. New York: McGraw-Hill, 1962.

Referenced on Wolfram|Alpha

Uncorrelated Numbers

Cite this as:

Weisstein, Eric W. "Uncorrelated Numbers." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/UncorrelatedNumbers.html

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