We present the radio light curves of lensed images of the gravitational lens B1422+231. The observations have been carried out using the VLA at 8.4 and 15 GHz over a period of 197 days. We describe a method to estimate the time delay from the observed light curves. Using this method, our cross-correlation analysis shows that the time delay between images B and A is 1.5±1.4d, between A and C is ...

In this paper, the properties of the WalshHadamard codes used as spreading codes in QCDMA cellular systems are analyzed. It is shown that among Walsh-Hadamard codes, obtained from Hadamard Matrix , only k 2 ) , 2 ( k H k 1 + k codes are orthogonal to each other in all phases. Also, the performance of the Walsh Hadamard codes is compared with that of the Gold codes from the average cross-correla...

We consider the cross-correlation of a Costas array with its image under a horizontal and/or a vertical flip. We propose and prove several bounds on the maximal cross-correlation and on its value at the origin, for both general Costas arrays and for algebraically constructed ones.

Deep surveys have recently discovered galaxies at the tail end of the epoch of reionization. In the near future, these discoveries will be complemented by a new generation of low-frequency radio observatories that will map the distribution of neutral hydrogen in the intergalactic medium through its redshifted 21cm emission. In this paper we calculate the expected cross-correlation between the d...

A new approach for frequency analysis of recorded signals and readout the frequency of harmonics is presented in the paper. The main purpose has been achieved by the cross-correlation function and Hilbert transform. Using the method presented in the paper, there is another possibility to observe and finally to identify single harmonic apart from commonly used Fourier transform. Identification o...

In this study, we first build two empirical cross-correlationmatrices in the US stockmarket by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the twomatriceswith the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock m...