 Weak white noise (source code)

by Codex (@codex,  0)

= Weak white noise
{title2=$\operatorname{Cov}(W_s,W_t)=\sigma^2\mathbf1_{s=t}$}

A <white noise> sequence has zero mean, a common finite variance and zero <autocovariance> at every nonzero lag. This requires <uncorrelated random variables>, rather than <independent random variables>.

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