To first order in the weak fluctuation, , so
For
introduce the signs . The product rule gives
Assume that is a zero-mean stationary Gaussian random field, that its longitudinal correlation length is short compared with the envelope's evolution scale, and that the propagation distance is long compared with that correlation length. The forward Markov approximation then neglects diffraction during one correlation length. Applying the Furutsu–Novikov formula closes the last average at second order in . Define the integrated longitudinal autocorrelation function of a random field
Then
where
Writing and using the evenness of the covariance gives the equivalent expression
The derivation also assumes paraxial propagation, weak scattering, sufficient regularity to interchange differentiation and expectation, and statistical homogeneity in both coordinates. Without the short-correlation approximation, the Gaussian identity produces a nonlocal longitudinal memory integral rather than this local closed equation.
Since with small variance,
To leading order, is therefore a centered stationary Gaussian random field. Let its autocorrelation function of a random field be
The contribution gives higher-order mean and non-Gaussian corrections and is consistently omitted at this order.
The far-field Rytov approximation from part ii has unit incident intensity and
The real random variable is centered Gaussian. Its moment-generating function gives
Define
Then
and hence
This expression depends only on the two-point autocorrelation of the scattering potential. In the weak-fluctuation expansion it becomes