An Isserlis’ Theorem for Mixed Gaussian Variables: Application to the Auto-Bispectral Density.

Autor: Michalowicz, J. V.1,2, Nichols, J. M.1 jonathan.nichols@nrl.navy.mil, Bucholtz, F.1, Olson, C. C.1
Zdroj: Journal of Statistical Physics. Jul2009, Vol. 136 Issue 1, p89-102. 14p. 3 Graphs.
Databáze: Academic Search Ultimate