The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables
arXiv:math-ph/0411020
Abstract
We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the time series.
13 pages, 7 figures, World Scientific Publishing LATEX 2e style file