Autocorrelation

Autocorrelation is a type of function that is defined for wide sense stationary (WSS) random processes. It makes sense only for WSS because it's a function of the difference of two timepoints, and for WSS the covariance of the random process depends only on the difference.

Autocorrelation is defined as the joint moment

$$r_X[k] = E[X[n] X[n+k]]$$.

This function makes sense only if we can choose $$n$$ arbitrarily, which we can do for a WSS random process (as its covariance depends only on the difference, $$k$$).