On polynomials of components of Gaussian random vectors. (English) Zbl 1180.60014

Prokhorov, Yu. V.; Khokhlov, V. I.

Theory Probab. Appl. 52, No. 4, 720-724 (2008); translation from Teor. Veroyatn. Primen. 52, No. 4, 810-814.

MSC:

60E05

Probability distributions: general theory

Keywords:

polynomials of random variables; Gaussian vectors; Hermite polynomials; Meler formula