Explicit formulae for product moments of multivariate Gaussian random variables
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Publication:2348314
DOI10.1016/j.spl.2015.01.030zbMath1316.60027OpenAlexW1967688766MaRDI QIDQ2348314
Publication date: 11 June 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.01.030
Gaussian random vectorproduct momentjoint momentjointly Gaussian random variablesmultivariate Gaussian random variables
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- A useful theorem for nonlinear devices having Gaussian inputs
- Distributions involving norms of correlated Gaussian vectors
- Moments of Gaussian processes in terms of generalized multidimensional Hermite polynomials (Corresp.)
- Complex Gaussian noise moments
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