Recurrence formula for expectations of products of bilinear forms and expectations of bilinear forms and random matrices

DOI10.1016/S0167-7152(99)00180-7zbMath0964.15023MaRDI QIDQ1567316

Ghazal A. Ghazal

Publication date: 19 July 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

algorithmrandom matricesquadratic formsrecurrence relationcovariance matrixrandom vectorsexpectations of products of bilinear forms

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Quadratic and bilinear forms, inner products (15A63)

Cites Work

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• On bilinear forms in normal variables
• Bilinear forms and zonal polynomials
• Recurrence formula for expectations of products of quadratic forms
• A Special Distributional Result for Bilinear Forms