In probability theory, Isserlis's 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.
In probability theory, Isserlis's 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.
Source: Wikipedia "Isserlis's theorem" · CC BY-SA 4.0
Share this article: X · Bluesky