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Isserlis' theorem : ウィキペディア英語版
Isserlis' theorem
In probability theory, Isserlis’ theorem or Wick’s 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 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.
==Theorem statement==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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