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Published May 2018 | Submitted
Journal Article Open

On the Statistical Properties of Cospectra

Abstract

In recent years, the cross-spectrum has received considerable attention as a means of characterizing the variability of astronomical sources as a function of wavelength. The cospectrum has only recently been understood as a means of mitigating instrumental effects dependent on temporal frequency in astronomical detectors, as well as a method of characterizing the coherent variability in two wavelength ranges on different timescales. In this paper, we lay out the statistical foundations of the cospectrum, starting with the simplest case of detecting a periodic signal in the presence of white noise, under the assumption that the same source is observed simultaneously in independent detectors in the same energy range. This case is especially relevant for detecting faint X-ray pulsars in detectors heavily affected by instrumental effects, including NuSTAR, Astrosat, and IXPE, which allow for even sampling and where the cospectrum can act as an effective way to mitigate dead time. We show that the statistical distributions of both single and averaged cospectra differ considerably from those for standard periodograms. While a single cospectrum follows a Laplace distribution exactly, averaged cospectra are approximated by a Gaussian distribution only for more than ~30 averaged segments, dependent on the number of trials. We provide an instructive example of a quasi-periodic oscillation in NuSTAR and show that applying standard periodogram statistics leads to underestimated tail probabilities for period detection. We also demonstrate the application of these distributions to a NuSTAR observation of the X-ray pulsar Hercules X-1.

Additional Information

© 2018 The American Astronomical Society. Received 2017 September 27; revised 2018 January 16; accepted 2018 January 16; published 2018 May 11. The authors thank the anonymous referee for their helpful comments. The authors also thank Thomas Laetsch for helpful suggestions regarding the mathematical derivations, and Peter Bult for spotting a mathematical error. D.H. is supported by the James Arthur Postdoctoral Fellowship and the Moore-Sloan Data Science Environment at New York University. D.H. acknowledges support from the DIRAC Institute in the Department of Astronomy at the University of Washington. The DIRAC Institute is supported through generous gifts from the Charles and Lisa Simonyi Fund for Arts and Sciences, and the Washington Research Foundation. M.B. is supported in part by the Italian Space Agency through agreement ASI-INAF n.2017-12-H.0 and ASI-INFN agreement n.2017-13-H.0.

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