An extension of Wick's theorem

Statistics and Probability Letters

Volumn 78, Issue 15, 2008, Pages 2404-2407

  Vignat, C ^a,b   Bhatnagar, S ^a,b  

^a Université de Marne la Vallée   (France)

^b INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 52749095582     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.03.003     Document Type: Article

References (7)

1. Etingof, P., Lecture Notes, Geometry and Quantum Field Theory, Fall 2002, MIT Open Courseware. http://ocw.mit.edu/OcwWeb/Mathematics/18-238Fall2002/LectureNotes/index.htm
2. Fang K.-T., Kotz S., and Ng K.W. Symmetric Multivariate and Related Distributions (1990), Chapman and Hall, London
3. Folland G.B. How to integrate a polynomial over a sphere. The American Mathematical Monthly 108 5 (2001) 446-448
4. Johnson M.E. Multivariate Statistical Simulation (1987), Wiley, New York
5. Le Bellac M. Quantum and Statistical Field Theory (1991), Clarendon Press, Oxford
6. Leonov V.P., and Shiryaev A.N. On a method of calculation of semi-invariants. Theory of Probability and its Applications 4 (1959) 319-329
7. Repetowicz, P., Richmond, P., 2004. The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q -Exponentially distributed random variables (in press). arxiv:math-ph/0411020 v1