A
correlation function is a statistical
correlation between
random variables at two different points in space or time, usually as a function of the spatial or temporal distance between the points. If one considers the correlation function between random variables representing the same quantity measured at two different points then this is often referred to as an
autocorrelation function being made up of
autocorrelations. Correlation functions of different random variables are sometimes called
cross correlation functions to emphasise that different variables are being considered and because they are made up of
cross correlations.