کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155104 958444 2008 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An extension of Wick’s theorem
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
An extension of Wick’s theorem
چکیده انگلیسی

We propose an extension of a result by Repetowicz et al. [Repetowicz, P., Richmond, P., 2004. The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated qq-exponentially distributed random variables (in press). arxiv:math-ph/0411020 v1] about Wick’s theorem and its applications. We first show that Wick’s theorem can be extended to the uniform distribution on the sphere and then to the whole class of elliptical distributions. Then, as a special case, we detail this result for distributions that are scale mixtures of Gaussians. Finally, we show that these results allow to recover easily a theorem by Folland [Folland, G.B., 2001. How to integrate a polynomial over a sphere. The American Mathematical Monthly 108 (5), 446–448] about the integration of polynomials over the sphere.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 15, 15 October 2008, Pages 2404–2407
نویسندگان
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