A general Isserlis theorem for mixed-Gaussian random variables

DOI10.1016/J.SPL.2011.03.022MaRDI QIDQ553049zbMATH OpenOpenAlexFDO

Authors Jianyong Qiao, Sumit K. Garg

Publication date 26 July 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.03.022

zbMATH Keywords

Isserlis' theoremmixed-Gaussian distributionWick's theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

Cites work

• scientific article; zbMATH DE number 3790273 (Why is no real title available?)
• A time-domain test for some types of nonlinearity
• An Introduction to Polyspectra
• An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density
• An extension of Wick's theorem
• An investigation of the second- and higher-order spectra of music
• Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series
• Detecting a transient signal by bispectral analysis
• Nonlinearity in experimental modal analysis
• Spectral analysis of non-linear systems involving square-law operations
• Statistical inference of multivariate distribution parameters for non-Gaussian distributed time series
• System identification from multiple input/output data
• The Bispectrum and Bicoherence for Quadratically Nonlinear Systems Subject to Non-Gaussian Inputs
• The Evaluation of the Collision Matrix
• Wick’s theorem for nonsymmetric normal ordered products and contractions

Cited in

(3)

• Large-sample properties of non-stationary source separation for Gaussian signals
• A generalized Isserlis theorem for location mixtures of Gaussian random vectors
• Higher order moments dynamics for some multimode quantum master equations

This page was built for publication: A general Isserlis theorem for mixed-Gaussian random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q553049)