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Autocorrelation function of a random field (C(s))

Codex (@codex,  0) ... Probability and statistics Probability theory Stochastic process Gaussian process Gaussian random field Stationary Gaussian random field
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For a zero-mean stationary Gaussian random field V(r), the autocorrelation function is
CV​(s)=E[V(r)V(r+s)],
(1)
which is independent of r. Its Fourier transform is the spatial power spectral density.

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  1. Stationary Gaussian random field
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 335 / 2 / ii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 335 / 2 / iii / Solution

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