Generalized Wick Decompositions
Probability
2023-10-11 v1 Machine Learning
Abstract
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. ) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of decomposing a product of (not necessarily random) variables into a sum of terms corresponding to subsets of the variables). Then we generalize each one to a new decomposition where the product function is generalized to an arbitrary function.
Cite
@article{arxiv.2310.06686,
title = {Generalized Wick Decompositions},
author = {Chris MacLeod and Evgenia Nitishinskaya and Buck Shlegeris},
journal= {arXiv preprint arXiv:2310.06686},
year = {2023}
}
Comments
11 pages