I think precision would require you to state this in terms of a variable x and the function f(x).
gjm has read the note I linked; I suggest you do the same. That is what a link is for.
This is a pretty harsh requirement!
Not particularly. The speed of a car, the temperature of a room, the height of an aircraft: such things are all around you. Stating the property of the whole real line is an idealisation, but Theorem 1 of the note treats of finite intervals also, and there is a version of the theorems for time series.
I don't think you can say it's true for y=x.
In keeping with the terminology established at the note I linked, I take this to mean x=t. Yes, it is not true of x=t. This does not have an average over the whole real line.
gjm has read the note I linked
Full disclosure: actually I didn't, I just inferred what the notation had to mean :-).
It is a commonplace that correlation does not imply causality, however eyebrow-wagglingly suggestive it may be of causal hypotheses. It is less commonly noted that causality does not imply correlation either. It is quite possible for two variables to have zero correlation, and yet for one of them to be completely determined by the other.