An Isserlis' theorem for mixed Gaussian variables: Application to the auto-bispectral density

Abstract

This work derives a version of Isserlis' theorem for the specific case of four mixed-Gaussian random variables. The theorem is then used to derive an expression for the auto-bispectral density for quadratically nonlinear systems driven with mixed-Gaussian iid noise. © Springer Science+Business Media, LLC 2009.