A general Isserlis theorem for mixed-Gaussian random variables

DOI10.1016/J.SPL.2011.03.022zbMATH Open1221.60021OpenAlexW2008896106MaRDI QIDQ553049FDOQ553049

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

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• Wick’s theorem for nonsymmetric normal ordered products and contractions
• A time-domain test for some types of nonlinearity
• Statistical inference of multivariate distribution parameters for non-Gaussian distributed time series
• An extension of Wick's theorem

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

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