Top: measured diagonal of the covariance matrix (blue curve) over N = 10 000 realisations of different light cones. The red curve represents the associated prediction in the case of a Gaussian field with errors computed using Eq. (13). Here we keep the shot noise (SN) effect in the measures and include it in the prediction. The spherical Nyquist mode is situated around ℓ_N ∼ 650. Bottom: relative difference in percent following the same colour-coding.