A note on expectation of a random quadratic form

DOI10.1080/07362998408809038zbMath0577.60041OpenAlexW2095280976MaRDI QIDQ3697987

T. T. Soong

Publication date: 1984

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998408809038

zbMATH Keywords

stochastic operatorrandom quadratic form

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic matrices (15B51)

Related Items

Expectations of products of random quadratic forms ⋮ Higher order moments of multivariate normal distribution using matrix derivatives ⋮ Expectations of products of quadratic forms in normal variables ⋮ Higher order moments of random vectors using matrix derivatives ⋮ The distribution of hermitian indefinite quadratic forms

Cites Work

• Pharmacokinetics with uncertainties in rate constants. II: Sensitivity analysis and optimal dosage control
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