A general Isserlis theorem for mixed-Gaussian random variables
| Year of publication: |
2011
|
|---|---|
| Authors: | Michalowicz, J.V. ; Nichols, J.M. ; Bucholtz, F. ; Olson, C.C. |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 8, p. 1233-1240
|
| Publisher: |
Elsevier |
| Keywords: | Mixed-Gaussian distribution Isserlis' theorem Wick's theorem |