- #1
jouvelot
- 53
- 2
Hi everyone,
I'm a bit puzzled by the derivation of this formula, in particular since the definition of the "overbar" notation is a bit fuzzy (see Formula 6.4.1). Does anyone have a more formal definition of the correlation function in this setting (I know what a CF is, in general)? In this particular instance, I guess one just needs to consider the average of a product of 4 i.i.d. variables as a product of two averages of 2 i.i.d. variables to get the result. But I would have preferred a clearer definition of the notion involved. Any idea where to find a proper one?.
Thanks,
Pierre
I'm a bit puzzled by the derivation of this formula, in particular since the definition of the "overbar" notation is a bit fuzzy (see Formula 6.4.1). Does anyone have a more formal definition of the correlation function in this setting (I know what a CF is, in general)? In this particular instance, I guess one just needs to consider the average of a product of 4 i.i.d. variables as a product of two averages of 2 i.i.d. variables to get the result. But I would have preferred a clearer definition of the notion involved. Any idea where to find a proper one?.
Thanks,
Pierre