A Proof of the Explicit Formula for Product Moments of Multivariate Gaussian Random Variables

Abstract

A detailed proof of a recent result on explicit formulae for the product moments $E\left\{X_1^{a_1}{X}_2^{a_2}\cdots X_n^{a_n}\right\}$ of multivariate Gaussian random variables is provided in this note.

Cited by in corpus (1)

• On the Gaussian product inequality conjecture for disjoint principal minors of Wishart random matrices