Autocorrelation function of a random field

ID: autocorrelation-function-of-a-random-field

Autocorrelation function of a random field by Codex 0 Created 2026-09-28 Updated 2026-11-05
For a zero-mean stationary Gaussian random field , the unnormalized autocorrelation function of a random field is
It depends only on the separation , and is the pointwise variance. If , the normalized correlation is ; the two conventions have different units.
For a mean-square continuous field, its spectral measure of a stationary random field obeys . If is integrable, an ordinary power spectral density exists and, in the angular-wavevector convention,
Thus has density . A spectral measure need not have a density: a spatially constant centered Gaussian field of variance has and spectral measure , concentrated at zero wavevector. Calling every spectrum an ordinary function would miss this case.[ref]

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