  Using the Rossi X-ray Timing Explorer we have measured 27 microsecond time
delays in 830 Hz quasi-periodic oscillations (QPO) between 4-6 keV and 11-17
keV in 4U 1608-52, with high-energy photons lagging low energy photons, and
found upper limits to the time delays of 45 microseconds between 2-6.5 keV and
6.5-67 keV in 730 Hz QPO in 4U 0614+091 and 30 microseconds between 8.7-12.4
keV and 12.4-67 keV in 870 Hz QPO in 4U 1636-53. We also find that the cross
coherence function between QPO at different energies is > 0.85 with 95%
confidence in 4U 1608-52 and 4U 1636-53. If Compton upscattering of low-energy
X-rays in a region with an optical depth of a few is responsible for the
delays, then the Compton upscattering region is between a few kilometers and a
few tens of kilometers in size.
