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.

Overview

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.

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