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Q: Cross-covariance of independent RN sequences in practice
Mok-Kong Shen (mok-kong.shen
t-online.de)
Sun, 29 Aug 1999 19:12:57 +0200
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If one has two independent sequences of uniformly distributed random
numbers, their cross-covariance should theoretically (by definition)
be zero. Because of imperfection in this world, e.g. impossibility of
making objects of exact sizes or attaining the temperature of absolute
zero, I suppose that there is a certain not too small lower bound of
the (average) value of the cross-covariance obtainable in practice.
Does anyone happen to have computed the cross-covariance of
independent very good random number sequences?
A related question concerns the auto-covariance. Does anyone
happen to have such data, say, from sequences obtained from very
good physical sources of noises?
Many thanks in advance.
M. K. Shen
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http://home.t-online.de/home/mok-kong.shen (new addr.)
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