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On the Wick theorem for mixtures of centered Gaussian distributions - MaRDI portal

On the Wick theorem for mixtures of centered Gaussian distributions (Q847905)

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scientific article; zbMATH DE number 5673470
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English
On the Wick theorem for mixtures of centered Gaussian distributions
scientific article; zbMATH DE number 5673470

    Statements

    On the Wick theorem for mixtures of centered Gaussian distributions (English)
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    19 February 2010
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    mixtures of Gaussian distributions
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    infinitely divisible nonnegative definite random matrices
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    inverse Wishart distribution
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    matrix tempered stable law
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    multivariate relativistic stable distribution
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    Wick theorem
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    Wishart distribution
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