6 citations · 6 across the 1 of their papers we have counts for
2 papers
math.PR2022
New formulas for moments of the multivariate normal distribution extending Stein's lemma and Isserlis theorem
Konstantinos Mamis
We prove a formula for the evaluation of expectations containing a scalar function of a Gaussian random vector multiplied by a product of the random vector components, each one rai…
math.PR2022★ 6 cited
Extension of Stein's lemma derived by using an integration by differentiation technique
Konstantinos Mamis
We extend Stein's lemma for averages that explicitly contain the Gaussian random variable at a power. We present two proofs for this extension of Stein's lemma, with the first bein…