2007/09/13 by Christophe Vignat, C. Vignat, Shalabh Bhatnagar +3 · 2 citations
Computer Science · Mathematics · Physics and Astronomy · #Bayesian Methods and Mixture Models #Probability and Statistical Research #Target Tracking and Data Fusion in Sensor Networks #cond-mat.stat-mech
paper · pdf · doi:10.48550/arxiv.0709.1999
arxiv created 2007/09/13 · arxiv updated 2009/12/01
We propose an extension of a result by Repetowicz et al. about Wick's theorem and its applications: we first show that Wick's theorem can be extended to the uniform distribution on the sphere and then to the whole class of elliptical distributions. Then, as a special case, we detail this result for distributions that are Gaussian scale mixtures. Finally, we show that these results allow to recover easily a theorem by Folland about integration of polynomials over the sphere.