Gaussian coefficient contraction for arbitrary univariate polynomials.
theorem
GaussianMomentsCounterexamples.expectation_coefficient_contraction
{n : ℕ}
{i j : Fin n}
(hij : i ≠ j)
(a : ℕ)
(R : Polynomial ℂ)
:
expectation (normalizedW i j ^ a * Polynomial.eval₂ MvPolynomial.C (normalizedZ i j) R) = ↑a.factorial * R.coeff a
The coefficient-contraction identity with genuine integration on any canonical Gaussian space and any two distinct coordinates.