An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density

Journal of Statistical Physics

Volumn 136, Issue 1, 2009, Pages 89-102

  Michalowicz, J V ^a,b   Nichols, J M ^a   Bucholtz, F ^a   Olson, C C ^a  

^a NAVAL RESEARCH LABORATORY   (United States)

^b SFA INC   (United States)

Author keywords

Auto bispectral density; Isserlis' theorem; Mixed Gaussian distribution; Wick's theorem

Indexed keywords

EID: 70349492878     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-009-9768-3     Document Type: Article

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