Quantitative Evaluation of Cross-Correlation Between Two Finite-Length Time Series with Applications to Single-Molecule FRET

摘要

The statistical properties of the cross-correlation between two time series has been studied. An analytical expression for the cross-correlation function’s variance has been derived. Based on these results, a statistically robust method has been proposed to detect the existence and determine the direction of cross-correlation between two time series. The proposed method has been characterized by computer simulations. Applications to single-molecule fluorescence spectroscopy are discussed. The results may also find immediate applications in fluorescence correlation spectroscopy (FCS) and its variants.