Let $X \in \text{Random}(\mathbb{R}^{N \times 1})$ be a D5210: Random real column matrix such that

(i)	\begin{equation} \mathbb{E} |X|^2 < \infty \end{equation}

The variance of $X$ is the D4571: Real matrix \begin{equation} \mathbb{E} \left[ (X - \mathbb{E} X) (X - \mathbb{E} X)^T \right] \end{equation}