ThmDex – An index of mathematical definitions, results, and conjectures.
F8202
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X_1, \, \dots, \, X_N : \Omega \to \mathbb{R}$ are each a D3161: Random real number on $P$
(ii) $\mathbb{E}|X_1|^2, \, \dots, \, \mathbb{E} |X_N|^2 < \infty$
Then $X_1, \, \dots, \, X_N$ is an D3842: Uncorrelated random collection on $P$ if and only if \begin{equation} \mathbb{E} \left( \prod_{n = 1}^N X_n \right) = \prod_{n = 1}^N \mathbb{E}(X_n) \end{equation}