top of page

Understanding White Noise: Why Correlations Differ in Each Figure

Apr 4, 2024

White noise plays an essential role in the world of statistics and signal processing, but it often raises questions when it comes to the concept of correlations. One common confusion is why the correlations are different in each figure when they all refer to white noise.

In essence, white noise is a random signal characterized by equal intensity at all parts of the frequency spectrum. It is a collection of random variables with equal probabilities of occurring at any given time or frequency. To better understand why correlations may vary in white noise figures, we need to delve into three key aspects: the concept of correlation, the nature of white noise, and the characteristics of different figures.

Firstly, correlation is a measure of the relationship between two numerical variables, usually expressed as a coefficient ranging from -1 to 1. A positive correlation indicates that the variables tend to increase together, while a negative correlation means they tend to move in opposite directions. A correlation coefficient close to zero indicates that there's no significant relationship between the variables.

The nature of white noise introduces randomness and unpredictability into the mix. Since white noise is a random signal that fluctuates over time, it's expected that the correlations between samples will also change with every new realization of the signal. The randomness and unpredictability of white noise mean The randomness and unpredictability of white noise mean that the correlations, too, will be random and unpredictable.

Lastly, it's essential to consider that different figures that show white noise may have been generated using different random seed values. Random seeds are used to initialize the random number generators, and changing the seed will result in a new set of random values. So even if the same procedures are used to generate the figures, the random seed variations will lead to a different series of random variables, and hence, different correlations.

Therefore, it's important to remember that when dealing with white noise, it is expected that the correlations will be different in each figure. The reason behind this lies in the nature of white noise, the concept of correlation, and the random seeds that are used to generate each figure.

bottom of page