What is the meaning of Covariance?

A statistical measure defined as $\scriptstyle \operatorname {Cov} (X,Y)=\operatorname {E} ((X-\mu )(Y-\nu ))$ given two real-valued random variables X and Y, with expected values $\scriptstyle E(X)\,=\,\mu$ and $\scriptstyle E(Y)\,=\,\nu$ .