The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables
classification
🧮 math-ph
math.MP
keywords
theoremderivedistributedq-exponentialyrandomvariableswickalgorithm
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We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distributed random variables given empirical spectral moments of the time series.
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