{"entities":{"Q654472":{"pageid":656321,"ns":120,"title":"Item:Q654472","lastrevid":63356736,"modified":"2026-04-11T12:19:14Z","type":"item","id":"Q654472","labels":{"en":{"language":"en","value":"A generalized Isserlis theorem for location mixtures of Gaussian random vectors"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5992491"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$95C6BB90-F497-47F4-BCE5-B741F4FD5E7B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"37d181ec38fc9df188919bbc06dd8c001065e17e","datavalue":{"value":{"text":"A generalized Isserlis theorem for location mixtures of Gaussian random vectors","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q654472$E04C3639-7E79-4D43-B7F3-1204B67E6757","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b2cb42706393a7619196724395686b0f11780177","datavalue":{"value":"1241.60011","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q654472$CBD8BABF-547B-42ED-AA68-E9821D438C67","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$8BC1808B-4AC9-432D-92DC-8E61E5A6AC3A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b21ce3e91b828a476728b1fb914374690f57463f","datavalue":{"value":{"time":"+2011-12-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q654472$763EB040-E502-4D46-B039-F47A342E8EE9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d2db2e2fd98be0eca920b0a3c7e295be04d5e1e2","datavalue":{"value":"https://arxiv.org/abs/1107.2309","type":"string"},"datatype":"url"},"type":"statement","id":"Q654472$3A92F4FF-48DE-4265-A2A0-C75A49680AA1","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"558457d4d3625497f31163d7f0161086c77c6997","datavalue":{"value":"Let \\(X=[X_1, X_2, \\dots, X_d] \\sim N(0, R)\\) be a \\(0\\)-mean \\(d\\)-dimensional Gaussian random vector with covariance matrix \\(R\\), \\(A=(a_1, a_2, \\dots, a_N)\\) be a set of \\(N\\) integers (not necessarily distinct), where each integer is between \\(1\\) and \\(d\\). Let \\(X_A = \\prod X_i\\), where \\(i\\) runs over the set \\(A\\), if \\(A\\) is empty \\(X_A =0\\); \\(p(A)\\) be a pairing of \\(A\\) defined to be a partition of \\(A\\) into disjoint pairs \\(\\{ i, i'\\}\\); \\(s(A)\\) be the collection of all \\(p(A)'\\), if \\(N\\) is odd, then \\(s(A)\\) is empty; and \\(\\sum_A\\prod \\text{E}(X_iX_{i'})\\) is the sum over \\(s(A)\\) of the products of the expected values where \\(i, i'\\) are the pairs in \\(p(A)\\).  Consider Withers' extension of Isserlis theorem: \\(\\text{E}(X_A) = \\sum_A\\prod \\text{E}(X_iX_{i'})\\) if \\(N\\) is even and equals \\(0\\) if \\(N\\) is odd \\((*)\\).  There are many extensions of this theorem [\\textit{C. S. Withers}, Bull. Aust. Math. Soc. 32, 103--107 (1985; Zbl 0573.62047)]. Consider the following extension due to \\textit{J. V. Michalowicz, J. M. Nichols, F. Bucholtz} and \\textit{C. C. Olson} [Stat. Probab. Lett. 81, No. 8, 1233--1240 (2011; Zbl 1221.60021)].  Theorem: Let \\(X\\) have the ``mixture'' density \\(0.5\\varphi (x+\\mu)+ 5\\varphi (x-\\mu)\\), where \\(\\varphi\\) is the density of \\(X\\sim N(0,R)\\). Then the result \\((*)\\) of Withers holds.  In this paper a new and shorter proof of the above result is given. Also, this result is further extended to the case of a random vector \\(X = Y + Z\\), where \\(Z \\sim N(0, R)\\) is independent of \\(Y\\) which is an arbitrary \\(d\\)-dimensional random vector. Note that \\(Y\\) may be discrete or continuous and it may or may not have a density function. This is the generalized result which is main theorem of the paper.  Theorem: Let \\(S\\) be a subset of \\(A\\) and \\(S'\\) be its complement in \\(A\\). Under the model described above and assuming all the moments below exist, \\(\\text{E}(X_A) =\\sum_1\\sum_2 \\text{E}(Y_S) \\sum_{S'} \\prod\\text{E} (X_i X_{i'})\\). For \\(N =2M\\), the sum \\(\\sum_1\\) runs over all values of \\(k\\) from \\(0\\) to \\(M\\) and for a fixed \\(k\\) the sum \\(\\sum_2\\) runs over all subsets of size \\(2k\\). For \\(N =2M+1\\), the sum \\(\\sum_1\\) runs over all values of \\(k\\) from \\(0\\) to \\(M\\) and for a fixed k the sum \\(\\sum_2\\) runs over all subsets of size \\(2k+1\\).  The paper ends with a similar theorem for a generalized \\(d\\)-dimensional hyperbolic distribution.","type":"string"},"datatype":"string"},"type":"statement","id":"Q654472$24FC73D0-84AA-4A04-84B6-5CA20445EE77","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ab236dfceef173af989f260b143a0e1a4ad02e92","datavalue":{"value":{"entity-type":"item","numeric-id":654471,"id":"Q654471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$37C4AA65-686E-48FB-A8BD-2E1F5546A067","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1aa607685f2faa2d81a018b093e1e66d41eb5a9e","datavalue":{"value":"60E05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q654472$0965254D-D4C0-408D-B510-155143328CCA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q654472$1AF62A56-97B6-4765-85E8-ACFC6EFC4CA0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"86cb1e18dc46f8a47be994356d2e16233285354f","datavalue":{"value":"5992491","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q654472$16D860DB-4F3D-481D-80B8-0E17833086D6","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"29e5ef9cd618d42d772f034150c1008d3caf6f81","datavalue":{"value":"Isserlis theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q654472$216B46CB-4E58-473D-BD02-D2E107DAC9DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"96c5be3657b0d2c13d9cbd1127b3cefee8a806a4","datavalue":{"value":"normal-variance mixture","type":"string"},"datatype":"string"},"type":"statement","id":"Q654472$131DB938-81C8-4D99-AE4A-4621A5502B45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b77f0924a4d637d775c5d1c4469f32cf78d3f4dc","datavalue":{"value":"generalized hyperbolic distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q654472$AB3D69AC-9483-4F5D-964B-9B0B5E5D6706","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d182225ca497bcebe9407d0a3b91345a306eac86","datavalue":{"value":{"entity-type":"item","numeric-id":245107,"id":"Q245107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$E996CF95-BDE8-4E05-92CC-1F8FB9E5E807","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$444859B2-2E2C-4A8D-8786-36A6BA45846F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e806c0087923b6ba5b937626525e4a12f94a3e09","datavalue":{"value":"W2093474095","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q654472$5F3279FF-C590-468B-822F-0A150410AC6D","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b4abb67f61d1ff5e99c0eaaf399df864a97103e","datavalue":{"value":{"entity-type":"item","numeric-id":4167332,"id":"Q4167332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$850B04C7-55C6-4AA3-930A-55CFCA65C8B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f452787ae7dfe01ca3321cb0d2857d6624ecfdd3","datavalue":{"value":{"entity-type":"item","numeric-id":847905,"id":"Q847905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$86C63B21-3599-4A35-8A3B-DA64B684514C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd7a38b9d3c6a32c9c52498842c8cab2a9b88a17","datavalue":{"value":{"entity-type":"item","numeric-id":2476150,"id":"Q2476150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$C297C2F1-38E3-4BA4-BF43-BBF29D1906A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"967315ef3460f4c89b2486e56035c04e3bd1ec6a","datavalue":{"value":{"entity-type":"item","numeric-id":553049,"id":"Q553049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$320532F5-1C84-4DD9-934C-CF21D7195182","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd5765b65d2d1814aee2fb2d0b63105cde45c5ee","datavalue":{"value":{"entity-type":"item","numeric-id":951186,"id":"Q951186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$166584E7-60BE-4CB9-8031-9380EAA0CBBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"450498add580e7013cb628eac4086d19ca01f160","datavalue":{"value":{"entity-type":"item","numeric-id":3690880,"id":"Q3690880"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q654472$915B6A01-2E3F-4AD7-AB60-D1CB966E79AD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dd235180970a43045dc232443c5b90a2c70b3a95","datavalue":{"value":"10.1016/J.SPL.2011.09.008","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q654472$9716F637-985A-4A29-993F-3FCF0D7B3D55","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9e413dc20850bbb21785236f4f86b8a23cc5b880","datavalue":{"value":{"entity-type":"item","numeric-id":553049,"id":"Q553049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e125ba598709bc21ba2789a960fcbed305c52d8","datavalue":{"value":{"amount":"+0.92841756","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$04F96D70-839F-447B-AF2E-57BF5F727DE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e868ce02b4ffa619e00bf03be72af9a9906c4b63","datavalue":{"value":{"entity-type":"item","numeric-id":3087755,"id":"Q3087755"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"096145bb582bc424967bf5a346f63d2570d5837b","datavalue":{"value":{"amount":"+0.8734732","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$50665C12-FF9E-405A-90E7-10F2121D7BDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5dcee2f8886b80e837c027e5946d00d7eb0f9209","datavalue":{"value":{"entity-type":"item","numeric-id":2136650,"id":"Q2136650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c2672db84ace58a94e06207fd328880b41b2efcf","datavalue":{"value":{"amount":"+0.8715669","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$C62B17A4-984A-4F82-874E-6B8FF8AD157C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"115951e06bb61408d87f4b8852ae389ec4586884","datavalue":{"value":{"entity-type":"item","numeric-id":705378,"id":"Q705378"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2ece1e0957a1cb4381266ccd757921785965fcc9","datavalue":{"value":{"amount":"+0.8703079","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$425A46D0-C056-4FEB-8934-4F5DE0762E7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56aabb7b685354335f01e5f96118e9dcc40cc732","datavalue":{"value":{"entity-type":"item","numeric-id":1175849,"id":"Q1175849"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"daf2f3b6fd6f6fa39a0c511daa21fefc1ef5e34c","datavalue":{"value":{"amount":"+0.86612236","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$A5570C4A-CADA-489A-B5A1-00574B9F5FC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e115bf0845c0a92ece83fb046cf22c7c0b0ca88","datavalue":{"value":{"entity-type":"item","numeric-id":3053700,"id":"Q3053700"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da4a687aa0ed93394b3bbb905fcd17159ba78f77","datavalue":{"value":{"amount":"+0.8653023","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$7A1E2FCF-2A3E-440E-8AB1-226960682475","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e08bf06a72a1bad6bd9bf07a76c7563fb5b8dda1","datavalue":{"value":{"entity-type":"item","numeric-id":6046303,"id":"Q6046303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c4675d654de22fe3b4cb3ddccf5b4ce5d1db944c","datavalue":{"value":{"amount":"+0.86516404","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$5734BBA4-1918-408D-993E-5216330D4582","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"38b5cde61ef789b8c1553453d946fd2a43cb6515","datavalue":{"value":{"entity-type":"item","numeric-id":3574837,"id":"Q3574837"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4116b70bd197c8b1143fb1984cd3c64b8f0e46ae","datavalue":{"value":{"amount":"+0.86459845","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$CA139FFE-C054-4A23-A844-6F452FDA9F6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7da997c5715f89abdff0b6266c55a17093144f5","datavalue":{"value":{"entity-type":"item","numeric-id":6169393,"id":"Q6169393"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d6e5cd81f68e9d0129f45c9a6254e72006a0cb0","datavalue":{"value":{"amount":"+0.86441314","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$0086376D-2694-4285-B43F-F93655B2A1E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ce105660432b4573a22f8fccec99492eb81ebee7","datavalue":{"value":{"entity-type":"item","numeric-id":6534661,"id":"Q6534661"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ec52e8dcb4cb5b31b605727fde0ca0bc7d8aa3d","datavalue":{"value":{"amount":"+0.8643836","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q654472$206C568B-2997-4474-8C42-308B147464EB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A generalized Isserlis theorem for location mixtures of Gaussian random vectors","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_generalized_Isserlis_theorem_for_location_mixtures_of_Gaussian_random_vectors"}}}}}