C.M.'s Science Blog
an ongoing report about my scientific work
Monday, April 28, 2008
[MT 6] Discrete relation between VAC and MSD
There are some subtle points to be considered when the continuous VAC-MSD formula is discretized. The following relation, however, should work:
A good test is to insert the VAC of differential white noise
into the above formula. One obtains for
n>=1
the following result:
which is the correct flat plateau at a level proportional to the variance of the spatial white noise.
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