On Non-Gaussian Stochastic Parametrization

The paper addresses the question of parametrization with, independent parameters for a multi-variable, non-Gaussian set of stochastic variables, based on higher order moments. The issue is particularly relevant for the construction of low-complexity models that meet measured correlation data between powers of the variables. It turns out that such a parametrization exists in the case where the correlation data is stricty ordered by increasing degree, and the paper shows in outline how it can be constructed.