Abstract :
Albert Einstein introduces the concepts of the autocorrelation and cross-correlation functions and proves that automatic instruments can be devised for their experimental determination. However, the main point of the paper is that he introduces the concept of a power spectrum (without the use of this term, which - like "correlation function" and "stationary"- do not appear until much later) and elucidates its physical meaning. He also indicates two possible ways of calculating such spectra from experimental data. The stress Einstein laid on the importance of the spectrum of power (of "intensity," as he called it) of fluctuating time series F(t) shows a striking physical intuition since no applications existed for this concept in 1914.
