%0 Generic %1 vignat2007extension %A Vignat, C. %A Bhatnagar, S. %D 2007 %K Isserlis distributions moments multivariate probability %T An extension of Wick's theorem %U http://arxiv.org/abs/0709.1999 %X 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.

@misc{vignat2007extension, 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.}, added-at = {2018-01-26T06:46:54.000+0100}, author = {Vignat, C. and Bhatnagar, S.}, biburl = {https://www.bibsonomy.org/bibtex/24ba5221d73b9edae5f0f08585aecbaea/shabbychef}, description = {An extension of Wick's theorem}, interhash = {532ee61a5f891e88791aa400641a5df7}, intrahash = {4ba5221d73b9edae5f0f08585aecbaea}, keywords = {Isserlis distributions moments multivariate probability}, note = {cite arxiv:0709.1999}, timestamp = {2018-01-26T06:48:04.000+0100}, title = {An extension of Wick's theorem}, url = {http://arxiv.org/abs/0709.1999}, year = 2007 }