A determinant representation for the distribution of a generalised quadratic form in complex normal vectors

DOI10.1006/jmva.1999.1840zbMath0963.62048OpenAlexW2051528846MaRDI QIDQ1570289

Hongsheng Gao, Peter J. Smith

Publication date: 5 July 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1840

zbMATH Keywords

quadratic formcomplex normal vectorradio communication systemsratio of determinants

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Determinants, permanents, traces, other special matrix functions (15A15) Other hypergeometric functions and integrals in several variables (33C70)

Related Items (3)

Distribution and characteristic functions for correlated complex Wishart matrices ⋮ Expectations of functions of complex Wishart matrix ⋮ A determinant representation for the distribution of a generalised quadratic form in complex normal vectors

Uses Software

• AS 94

Cites Work

• Unnamed Item
• Total positivity, spherical series, and hypergeometric functions of matrix argument
• Expressions for some hypergeometric functions of matrix argument with applications
• A determinant representation for the distribution of a generalised quadratic form in complex normal vectors
• Exact SINR Calculations for Optimum Linear Combining in Wireless Systems
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument

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