A Remark on Wick Ordering of Random Variables

Abstract: This paper is a small note on the notation

, :! q (X)! :,

, for the Wick ordering of polynomials

q

of random variables

X = (X_{1}, d o t s c, X_{n})

, as introduced by Segal in [6]. We argue that expressing

q (X)

as another polynomial

p

of a different set of random variables

Y = (Y_{1}, d o t s c, Y_{m})

, does not give rise to a different Wick ordered random variable

, :! p (Y)! :,

, provided the new random variables

Y_{j}

are linear combinations of the

X_{i}

's.

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