Statistical distributions of Hermitian quadratic forms in complex Gaussian variables

DOI10.1109/18.256521zbMath0795.62047OpenAlexW2105746218MaRDI QIDQ4277175

William C. Lindsey, Khaled H. Biyari

Publication date: 18 September 1994

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.256521

zbMATH Keywords

momentspositive definite covariance matrixHermitian quadratic formscomplex Gaussian random vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Quadratic and bilinear forms, inner products (15A63)

Related Items (5)

Performance analysis of LRT/GLRT-based array receivers for the detection of a known real-valued signal corrupted by noncircular interferences ⋮ Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions ⋮ Some properties of complex matrix-variate generalized Dirichlet integrals ⋮ The distribution of Hermitian quadratic forms in elliptically contoured random vectors ⋮ The distribution of hermitian indefinite quadratic forms

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