Correlation time (source code)

= Correlation time
{title2=$\tau_c$}

A correlation time measures how rapidly a stationary <stochastic process> loses temporal dependence. Specify whether it means an exponential decay time, an integral of the normalized <autocorrelation>, or another width. For $R(t)=R(0)e^{-|t|/\tau}$, the exponential time and the one-sided integral $\int_0^\infty R(t)dt/R(0)$ both equal $\tau$.