Correlation between 2 functions I have a periodical function $f(x)$ that is sampled in time, at a rate of 1 millisecond. 

Together with this, I also have a second function $t(x)$. 

I want to find the correlations between periods of the first function and the second function $t(x)$. 

How can I approach this issue?
If you want to merely compare the periods of the functions $f_1$ and $f_2$, you could use the following "metric" (it might not technically be one if it disobeys the triangle inequality, but someone else will have to check for that):

$\Delta (f_1, f_2) \equiv \dfrac{\left| T_1 - T_2 \right|}{\max {T_1, T_2}}$

Then the similarity can simply be defined as $s(f_1, f_2) \equiv 1-\Delta(f_1, f_2)$