 Unnormalized time autocorrelation

The raw same-observable time correlation $C(t,\tau )=⟨X(t)X(t+\tau )⟩$. For a stationary process, it equals $⟨X{⟩}^2+\mathrm{Cov}(X(t),X(t+\tau ))$. Its connected part is the autocovariance; unlike the normalized statistical autocorrelation, no division by the variance is imposed. The distinction matters for fluctuations around a nonzero equilibrium point.