Power Spectra and the Correlation Function
To get a feeling for the autocorrelation function G(τ) defined in (2.1), let us consider a signal that can assume only (and with equal probability) the two values F and − F. The signal switches at random from N(τ) = F to N(τ) = − F with a constant probability λ per time unit (MacDonald 1962). Thus, N(τ0)τ0 = 0. The autocorrelation function can be calculated according to the number of times the signal has managed to switch during the time interval τ:
The first line in this formula describes ...