 Solution

The phase screen adds the phase accumulated across its thickness, so the reduced field just after the screen isFor a zero-mean random variable $w$ with a normal distribution and variance ${\sigma }^2$, its characteristic function givesThe same expression is approximately valid for a non-Gaussian weak fluctuation: the cumulant expansion begins with $-k^2{\xi }^2{\sigma }^2/2$, while higher cumulants give higher-order corrections.

For $x>0$, every realization obeys the parabolic wave equationLinearity permits ensemble averaging, soThe initial mean is independent of $z$, hence diffraction does not change it and $⟨E(x,z)⟩=\exp (-k^2{\xi }^2{\sigma }^2/2)$ for every $x\ge 0$.