scientific article; zbMATH DE number 2068345

MaRDI QIDQ4464930zbMATH OpenFDO

Authors Kostas Triantafyllopoulos

Publication date 27 May 2004

zbMATH Keywords

field theoryHafnian of covariance matrixmultidimensional Gaussian distributionorder-\(k\) central momentsquantum mechanicsWick's formula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10)

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Cited in

(18)

• Reducing fluctuations in the sample variogram
• Moment bounds and central limit theorems for Gaussian subordinated arrays
• Robust multivariate density estimation under Gaussian noise
• Explicit formulae for product moments of multivariate Gaussian random variables
• From moments of sum to moments of product
• On consistency factors and efficiency of robust S-estimators
• Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
• A general formula for the central mixed moments of the multivariate normal distribution
• On the convergence rate of the unscented transformation
• Nonlinear memory capacity of parallel time-delay reservoir computers in the processing of multidimensional signals
• Multivariable goodness tests and approximation of the residues of quadratic forms
• Convergence guarantees for forward gradient descent in the linear regression model
• Note on the moment generating function of the multivariate normal distribution
• Fixed-point widely linear MCCC for bias-compensated adaptive filtering
• New formulas for moments of the multivariate normal distribution extending Stein’s lemma and Isserlis theorem
• Autocovariance function estimation via difference schemes for a semiparametric change point model with m-dependent errors
• An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density
• On the Wick theorem for mixtures of centered Gaussian distributions

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