The role of powers of matrices in determining the distribution of quadratic forms involving the complex normal distribution

DOI10.1016/0024-3795(86)90215-6zbMath0594.15005OpenAlexW2048490594MaRDI QIDQ1076764

T. O. Lewis, Robert J. Pavur

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90215-6

zbMATH Keywords

idempotentchi-square distributiongeneralized trace

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Quadratic and bilinear forms, inner products (15A63)

Cites Work

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• Powers of matrices and idempotency
• A note on the generalisation of cochran’s theorem
• Notes on the distribution of quadratic forms in singular normal variables
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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