Isserlis' theorem
In probability theory, Isserlis' theorem or Wick's probability theorem is a formula that allows one to compute higher-order moments of the multivariate normal distribution in terms of its covariance matrix. It is named after Leon Isserlis. This theorem is also particularly important in particle physics, where it is known as Wick's theorem after the work of . Other applications include the analysis of portfolio returns, quantum field theory and generation of colored noise.
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Isserlis' theorem
In probability theory, Isserlis' theorem or Wick's probability theorem is a formula that allows one to compute higher-order moments of the multivariate normal distribution in terms of its covariance matrix. It is named after Leon Isserlis. This theorem is also particularly important in particle physics, where it is known as Wick's theorem after the work of . Other applications include the analysis of portfolio returns, quantum field theory and generation of colored noise.
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In probability theory, Isserli ...... d generation of colored noise.
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Na teoria da probabilidade, o ...... s e geração de ruído colorido.
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Формула Вика — формула теории ...... личных отождествлениях сторон.
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In probability theory, Isserli ...... d generation of colored noise.
@en
Na teoria da probabilidade, o ...... s e geração de ruído colorido.
@pt
Формула Вика — формула теории ...... личных отождествлениях сторон.
@ru
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Isserlis' theorem
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Teorema de Isserlis
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Формула Вика
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