Abstract
In this paper we consider the problem of efficient computation of cross-moments of a vector random variable represented by a stochastic context-free grammar. Two types of cross-moments are discussed. The sample space for the first one is the set of all derivations of the context-free grammar, and the sample space for the second one is the set of all derivations which generate a string belonging to the language of the grammar. In the past, this problem was widely studied, but mainly for the cross-moments of scalar variables and up to the second order. This paper presents new algorithms for computing the cross-moments of an arbitrary order, and the previously developed ones are derived as special cases.
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