On the Wick theorem for mixtures of centered Gaussian distributions

DOI10.1007/s10986-009-9064-6zbMath1186.60007OpenAlexW2092223721MaRDI QIDQ847905

Bronius Grigelionis

Publication date: 19 February 2010

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-009-9064-6

zbMATH Keywords

Wishart distributioninverse Wishart distributioninfinitely divisible nonnegative definite random matricesmatrix tempered stable lawmixtures of Gaussian distributionsmultivariate relativistic stable distributionWick theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

Related Items (1)

A generalized Isserlis theorem for location mixtures of Gaussian random vectors

Cites Work

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• On stochastic processes associated with relativistic stable distributions
• An extension of Wick's theorem
• Time-space harmonic polynomials relative to a Lévy process
• Infinite divisibility of random objects in locally compact positive convex cones.
• Multivariate subordination, self-decomposability and stability
• On a Method of Calculation of Semi-Invariants
• Self-Normalized Processes
• Extensions of Type G and Marginal Infinite Divisibility
• Student processes

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