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Cross-Correlation

Cross-correlation evaluates dependence between multiple entropy sources.

Implemented in openentropy_core::analysis via cross_correlation_matrix().

  • Pairwise Pearson correlation for all source pairs
  • Flag count for pairs whose absolute correlation exceeds threshold
MetricDescription
pairsCorrelation coefficient for each source pair
flagged_countNumber of pairs with `

Independent sources should show low pairwise correlation. Elevated cross-correlation can indicate shared hardware pathways, scheduling coupling, or environmental coupling that reduces effective independence.

  • Requires two or more sources
  • Enabled by --profile deep or --cross-correlation