2 results about "Cross-covariance" patented technology

In probability and statistics, given two stochastic processes {Xₜ} and {Yₜ}, the cross-covariance is a function that gives the covariance of one process with the other at pairs of time points. With the usual notation E; for the expectation operator, if the processes have the mean functions μX(t)=E[Xₜ] and μY(t)=E[Yₜ], then the cross-covariance is given by KXY(t₁,t₂)=cov(Xₜ₁,Yₜ₂)=E[(Xₜ₁-μX(t₁))(Yₜ₂-μY(t₂))]=E[Xₜ₁Yₜ₂]-μX(t₁)μY(t₂).