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.