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A general Isserlis theorem for mixed-Gaussian random variables |
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| Authors: | J.V. MichalowiczJ.M. Nichols F. BucholtzC.C. Olson |
| Affiliation: | |
| Abstract: | This work generalizes a widely used result derived by L. Isserlis for the expectations of products of jointly Gaussian random variables by extending it to include mixed-Gaussian random variables. |
| Keywords: | Mixed-Gaussian distribution Isserlis&rsquo theorem Wick&rsquo s theorem |
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