An extension of Wick's theorem

DOI10.1016/J.SPL.2008.03.003zbMATH Open1297.60009arXiv0709.1999OpenAlexW2083627357MaRDI QIDQ951186FDOQ951186

Authors: Christophe Vignat, Shalabh Bhatnagar 

Publication date: 30 October 2008

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

Abstract: We propose an extension of a result by Repetowicz et al. about Wick's theorem and its applications: we first show that Wick's theorem can be extended to the uniform distribution on the sphere and then to the whole class of elliptical distributions. Then, as a special case, we detail this result for distributions that are Gaussian scale mixtures. Finally, we show that these results allow to recover easily a theorem by Folland about integration of polynomials over the sphere.

Full work available at URL: https://arxiv.org/abs/0709.1999

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Integration of real functions of several variables: length, area, volume (26B15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Method of Calculation of Semi-Invariants
• How to Integrate a Polynomial over a Sphere

Cited In (5)

• A general Isserlis theorem for mixed-Gaussian random variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• A generalized Isserlis theorem for location mixtures of Gaussian random vectors
• On the Wick theorem for mixtures of centered Gaussian distributions

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