= Unnormalized time autocorrelation
{title2=$C(t,\tau)=\langle X(t)X(t+\tau)\rangle$}
The raw same-observable time correlation $C(t,\tau)=\langle X(t)X(t+\tau)\rangle$. For a stationary process, it equals $\langle X\rangle^2+\operatorname{Cov}(X(t),X(t+\tau))$. 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>.
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