Second Order Moments of Multivariate Hermite Polynomials in Correlated Random Variables

Laura Lyman, Gianluca Iaccarino. Second Order Moments of Multivariate Hermite Polynomials in Correlated Random Variables. In Maciej Paszynski, Dieter Kranzlmüller, Valeria V. Krzhizhanovskaya, Jack J. Dongarra, Peter M. A. Sloot, editors, Computational Science - ICCS 2021 - 21st International Conference, Krakow, Poland, June 16-18, 2021, Proceedings, Part VI. Volume 12747 of Lecture Notes in Computer Science, pages 698-712, Springer, 2021. [doi]

@inproceedings{LymanI21-0,
  title = {Second Order Moments of Multivariate Hermite Polynomials in Correlated Random Variables},
  author = {Laura Lyman and Gianluca Iaccarino},
  year = {2021},
  doi = {10.1007/978-3-030-77980-1_53},
  url = {https://doi.org/10.1007/978-3-030-77980-1_53},
  researchr = {https://researchr.org/publication/LymanI21-0},
  cites = {0},
  citedby = {0},
  pages = {698-712},
  booktitle = {Computational Science - ICCS 2021 - 21st International Conference, Krakow, Poland, June 16-18, 2021, Proceedings, Part VI},
  editor = {Maciej Paszynski and Dieter Kranzlmüller and Valeria V. Krzhizhanovskaya and Jack J. Dongarra and Peter M. A. Sloot},
  volume = {12747},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-030-77980-1},
}