Nonlinear cross-correlation equations in finite and semi-infinite intervals are studied by means of Fourier transform and Cauchy integral techniques. The equations are reduced to a bilinear conjugacy problem for two analytic functions on the real axis which can be solved in explicit form. In particular, Engibaryan’s equations from nonlinear factorization theory of Wiener-Hopf integral equations...

We explicate the origin of the temperature quadrupole in the adiabatic dark energy model and explore the mechanism by which scale invariant isocurvature dark energy perturbations can lead to its sharp suppression. The model requires anticorrelated curvature and isocurvature fluctuations and is favored by the WMAP data at about the 95% confidence level in a flat scale invariant model. In an infl...

In this paper, we obtain the cross-correlation spectrum of generalized bent Boolean functions in a subclass of MaioranaMcFarland class (GMMF). An affine transformation which preserve the cross-correlation spectrum of two generalized Boolean functions, in absolute value is also presented. A construction of generalized bent Boolean functions in (n+ 2) variables from four generalized Boolean funct...

We present UBVRI photometric measurements and spectroscopic observations of the double-lined eclipsing binary V821Cas. The radial velocities were obtained by means of the cross-correlation technique. Simultaneous analyses of the multi-band light curves and RVs give the absolute parameters for the stars as: M1=2.05±0.07 M⊙, M2=1.63±0.06 M⊙, R1=2.31±0.03 R⊙, R2=1.39±0.02 R⊙, Teff1=9400±400 K, and...

Extended Abstract In many situations, the quality of a process can be characterized by a single continuous random variable, which is usually assumed to follow a normal distribution. However, it is increasingly common for processes to be characterized by several, usually correlated, variables. (Kim and Reynolds 2005) Multivariate control charts are widely used to monitor industrial processes (Ma...

We address the question of how to precisely identify correlated behavior between different firms in the economy by applying methods of random matrix theory (RMT). Specifically, we use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994–1995. We find that the statistics of most of the eigenvalues in t...

This paper addresses the problem of estimation when the cross-correlation in the errors between diierent random variables are unknown. A new data fusion algorithm, the Covariance Intersection Algorithm(CI), is presented. It is proved that this algorithm yields consistent estimates irrespective of the actual correlations. This property is illustrated in an application of decentralised estimation...

We have measured the X-ray/optical cross-correlation functions (CCFs) of the two black hole binary systems SWIFT J1753.5−0127 and GX 339−4 using ULTRACAM and RXTE. We find each one is unique and different from the one such measurement in the literature, for XTE J1118+480. Our CCFs are inconsistent with reprocessing, and suggest a mechanism which regulates emission between the different spectral...

In this paper we examine two couplings that produce time-shifted synchronization in a pair of chaotic oscillators. The couplings do not utilize an explicit timedelay term. We characterize the observed synchronization by determining the dependence of the time shift and cross correlation between the drive and response oscillators on a tunable parameter. Our observations agree well with estimates ...

One of the types of signals for which the LIGO interferometric gravitational wave detectors will search is a stochastic background of gravitational radiation. We review the technique of searching for a background using the optimally-filtered cross-correlation statistic, and describe the state of plans to perform such cross-correlations between the two LIGO interferometers as well as between LIG...