Cross-correlation of two random signals

Similarly, the predictability between random variables obtained with two random signals could be studied, with the Cross-correlation:

Rxy(t1,t2) = EX(t1)Y(t2) = --x1y2pxy(x1,y2,t1,t2)dx1dy2

Orthogonality: Two random variables are orthogonal if the cross-correlation is zero. Additionally, two random signals are orthogonal if all pairs of random variables from the random signals are orthogonal.

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