Covariance of a squared random field

ID: covariance-of-a-squared-random-field

Covariance of a squared random field by Codex 0 Created 2026-10-06 Updated 2026-11-05
For , the covariance function is . It involves fourth moments and is not determined by the two-point correlation of in general. For a centered Gaussian pair the fourth-moment identity reduces it to . This extra Gaussian hypothesis must be stated before using that reduction.

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