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We find statistically significant correlations in the cosmological matter power spectrum over the full range of observable scales. While the correlations between individual modes are weak, the band-averaged power spectrum shows strong non-trivial correlations. The correlations are significant when the modes in either one or both bands are in the non-linear regime, and approach 100% for pairs of bands in which all the modes are non-linear. The correlations are weaker, but not absent, when computed in redshift space. Since estimates of the power spectrum from galaxy surveys require band-averaging, the correlations must be taken into account when comparing a measured power spectrum with theoretical models.

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