Cross-correlation matrix: Difference between revisions

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:<math>C_{i_1i_2\cdots i_n}(s_1,s_2,\cdots,s_n) = \langle X_{i_1}(s_1) X_{i_2}(s_2) \cdots X_{i_n}(s_n)\rangle.</math>
 
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If the random variable has only one component, then the indices <math>i_j</math> are redundant. If there are symmetries, then the correlation function can be broken up into [[irreducible representation]]s of the symmetries &mdash; both internal and spacetime.