Vignat, C. - In: Statistics & Probability Letters 82 (2012) 1, pp. 67-71
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...
