Menzel, A.; Conrad, E.H.; Tringides, M.C.; Kammler, Martin; Horn-von Hoegen, Michael:
Finite collection time effects in autocovariance function measurements
2003
In: Journal of Applied Physics, Jg. 93 (2003), Heft 4, S. 2229 - 2235
Artikel/Aufsatz in Zeitschrift2003Physik
Fakultät für Physik » Experimentalphysik
Titel:
Finite collection time effects in autocovariance function measurements
Autor(in):
Menzel, A.; Conrad, E.H.; Tringides, M.C.; Kammler, MartinLSF; Horn-von Hoegen, MichaelLSF
Erscheinungsjahr
2003
WWW URL
Erschienen in:
Titel:
Journal of Applied Physics
in:
Jg. 93 (2003), Heft 4, S. 2229 - 2235
ISSN:
ISSN:

Abstract:

In this paper we discuss how finite data sets influence experimental measurements of the autocovariance function. Autocovariance estimators are biased, meaning that the expectation value for any measured autocovariance function is not identical to the actual autocovariance function. In this work we show that the measured autocovariance function for a finite length time series must become negative for some lag times. We derive analytic corrections to these finite time errors for different types of correlated random sequences. Our results explain the apparent anticorrelated noise observed in experimental observations