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math.PR2011
A generalized Isserlis theorem for location mixtures of Gaussian random vectors
C. Vignat
In a recent paper, Michalowicz et al. provide an extension of Isserlis theorem to the case of a Bernoulli location mixture of a Gaussian vector. We extend here this result to the c…
math.PR2011★ 1 cited
About sum rules for Gould-Hopper polynomials
O. Lévêque, C. Vignat
We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian dis…