An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density

DOI10.1007/s10955-009-9768-3zbMath1179.60047OpenAlexW1977880122MaRDI QIDQ836976

N. E. Zubov

Publication date: 9 September 2009

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-009-9768-3

zbMATH Keywords

Isserlis' theoremmixed-Gaussian distributionWick's theoremauto-bispectral density

Mathematics Subject Classification ID

White noise theory (60H40) Quantum field theory on lattices (81T25)

Related Items (7)

Degree sequences of sufficiently dense random uniform hypergraphs ⋮ Parametric characteristic of the random vibration response of nonlinear systems ⋮ Correlated topographic analysis: estimating an ordering of correlated components ⋮ Analysis of dependent data aggregated into intervals ⋮ A general Isserlis theorem for mixed-Gaussian random variables ⋮ Determining a Random Schrödinger Equation with Unknown Source and Potential ⋮ The Transparent Dead Leaves Model

Cites Work

• Higher order cumulants and cumulant spectra
• Asymptotic bias and variance of conventional bispectrum estimates for 2-D signals
• Nonlinearity in experimental modal analysis
• Wick’s theorem for nonsymmetric normal ordered products and contractions
• An Introduction to Polyspectra
• The Evaluation of the Collision Matrix
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