Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152222 | Statistics & Probability Letters | 2012 | 5 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
C. Vignat,