Covariance functions of GRFs

• For a stationary, isotropic GRF we have that \(Corr(h) = \frac{C(h)}{\sigma^2}\)
• In practice, the correlation function \(Corr(h)\) is defined (positive definite function) and the covariance function is derived as \(C(h) = Corr(h) \cdot \sigma^2\)