A Method for Computing Moments of Quadratic Forms Involving Wrapped Random Variables

DOI10.1137/16M1082019zbMath1367.65062OpenAlexW2690161326MaRDI QIDQ5270420

Phillip L. Ainsleigh

Publication date: 23 June 2017

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1082019

zbMATH Keywords

algorithmquadratic formcharacteristic functionsymmetric tensorsymmetric matrixKronecker productMonte Carlo integrationphase estimationcommutation matrixcircular statisticselimination matrixlevel-symmetric matrix

Mathematics Subject Classification ID

Uses Software

• CircStats
• circular

Cites Work

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• Statistical Analysis of Circular Data
• The Elimination Matrix: Some Lemmas and Applications
• The moments of products of quadratic forms in normal variables
• The expectation of products of quadratic forms in normal variables: the practice
• On moments of quadratic forms in non-spherically distributed variables
• Symmetric Tensors and Symmetric Tensor Rank

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