Time Cross-Correlations
The time cross correlation is
(507)
This convolution goes over the finite period. Periodic boundary conditions must be applied. The Fourier transform makes the same assumption of periodicity. When a Fourier transform is calculated, all notions of causality are lost. You can no longer refer to driver and response signals, but only signals which are correlated. That is, it is impossible to say which signal drives which.
The relationship between the time cross-correlation and the time cross-spectrum is
(508)
Equivalently,
(509)