A general Isserlis theorem for mixed-Gaussian random variables

Statistics and Probability Letters

Volumn 81, Issue 8, 2011, Pages 1233-1240

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

^a GTEC Inc   (United States)

^b NAVAL RESEARCH LABORATORY   (United States)

Author keywords

Isserlis' theorem; Mixed Gaussian distribution; Wick's theorem

Indexed keywords

EID: 79956188406     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2011.03.022     Document Type: Article

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