*X*(

*t*) and

*Y*(

*t*) is, by extension of the definition of the autocorrelation,

R_{XY}(t_{1},t_{2}) = EX(t_{1})Y(t_{2})

See all of cross-correlation, no other writeups in this node.

The cross-correlation of two random processes *X*(*t*) and *Y*(*t*) is, by extension of the definition of the autocorrelation,

R_{XY}(t_{1},t_{2}) = EX(t_{1})Y(t_{2})