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I know the mathematical formula, but lets consider a case.

If in the case above, the probabilty of the red curve to happen (so w2) is Pr, the blue one Pb and the green on Pg, what would be the result of the autocorellation ?

Would it be something like the sum of the value X(t1,w1)*X(t2,w2)*Pb*Pr + X(t1,w1)*X(t3,w3)*Pb*Pg + ....... ?

Thank you for helping me !