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The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables

Przemyslaw Repetowicz·Peter Richmond
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Abstract

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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Przemyslaw Repetowicz, Peter Richmond. 2004-11-04. The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables. https://arxiv.org/abs/math-ph/0411020

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