کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152222 958275 2012 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A generalized Isserlis theorem for location mixtures of Gaussian random vectors
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A generalized Isserlis theorem for location mixtures of Gaussian random vectors
چکیده انگلیسی

In a recent paper (Michalowicz et al., 2011), Michalowicz et al. provide an extension of the Isserlis theorem to the case of a Rademacher location mixture of a Gaussian vector. This theorem is known to physicists under the name of Wick’s theorem. We generalize here this result to the case of any location mixture of Gaussian vector; we also provide an example of the extension of the Isserlis theorem to a “scale–location” mixture of Gaussian, namely, the dd-dimensional generalized hyperbolic distribution.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 1, January 2012, Pages 67–71
نویسندگان
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