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| rdfs | http://www.w3.org/2000/01/rdf-schema# |
| n2 | http://dbpedia.org/resource/Isserlis' |
| rdf | http://www.w3.org/1999/02/22-rdf-syntax-ns# |
| xsdh | http://www.w3.org/2001/XMLSchema# |
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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 Wick (1950). Other applications include the analysis of portfolio returns, quantum field theory and generation of colored noise.