A Remark on Wick Ordering of Random Variables

preprint2013arXivOpen access

Abstract

This paper is a small note on the notation  : ⁣q(X) ⁣: \,:\! q(X)\!:\,, for the Wick ordering of polynomials qq of random variables X=(X1,…,Xn)X = (X_1,\dotsc,X_n), as introduced by Segal in [6]. We argue that expressing q(X)q(X) as another polynomial pp of a different set of random variables Y=(Y1,…,Ym)Y = (Y_1,\dotsc,Y_m), does not give rise to a different Wick ordered random variable  : ⁣p(Y) ⁣: \, : \! p(Y) \! : \,, provided the new random variables YjY_j are linear combinations of the XiX_i's.

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