# Everything you wish to know about correlations but are afraid to ask

@article{Grigera2020EverythingYW, title={Everything you wish to know about correlations but are afraid to ask}, author={Tom{\'a}s S. Grigera}, journal={arXiv: Statistical Mechanics}, year={2020} }

We discuss the various definitions of time correlation functions and how to estimate them from experimental or simulation data. We start with the various definitions, both in real and in Fourier space, and explain how to extract from them a characteristic time scale. We then study how to estimate the correlation functions, i.e.\ how to obtain a good approximation to them from a sample of data obtained experimentally. Finally we discuss some practical details that arise in the actual computation… Expand

#### 2 Citations

Box scaling as a proxy of finite size correlations

- Medicine, Physics
- Scientific reports
- 2021

Finite-size scaling can be approximated in an experimental system of fixed and relatively small extent, by computing correlations inside of a reduced field of view of various widths (referred to as “box-scaling”). Expand

MR. Estimator, a toolbox to determine intrinsic timescales from subsampled spiking activity

- Computer Science, Biology
- PloS one
- 2021

The Python toolbox “MR. Estimator” is presented to reliably estimate the intrinsic timescale from electrophysiologal recordings of heavily subsampled systems to investigate a functional hierarchy across the primate cortex and quantifies a system’s dynamic working point. Expand

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