Correlation Integral vs. second order Factorial Moments and an efficient computational technique

Abstract

We develop a mapping between the factorial moments of the second order $F_2$ and the correlation integral $C$. We formulate a fast computation technique for the evaluation of both, which is more efficient, compared to conventional methods, for data containing number of pairs per event which is lower than the estimation points. We find the effectiveness of the technique to be more prominent as the dimension of the embedding space increases. We are able to analyse large amount of data in short computation time and access very low scales in $C$ or extremely high partitions in $F_2$. The technique is an indispensable tool for detecting a very weak signal hidden in strong noise.