Mathematics – Probability
Scientific paper
2011-07-12
Mathematics
Probability
Scientific paper
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 case of any location mixture of Gaussian vector; we also provide an example of the Isserlis theorem for a "scale location" mixture of Gaussian, namely the d-dimensional generalized hyperbolic distribution.
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