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.
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Cites work
Cited in
(5)- A general Isserlis theorem for mixed-Gaussian random variables
- scientific article; zbMATH DE number 780876 (Why is no real title available?)
- scientific article; zbMATH DE number 3864261 (Why is no real title available?)
- A generalized Isserlis theorem for location mixtures of Gaussian random vectors
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