double correlation

1. A second-order statistical moment, such as a covariance:

where N is the number of data points in the time series, i is the index of the data point, the overbar represents an average, the prime represents the deviation from the average, and a and b are two variables such as vertical velocity and temperature. Used in turbulence equations to describe turbulent kinematic fluxes.

1. A correlation coefficient r defined as the covariance between two variables, divided by the products of the standard deviation σ of each variable: