The characteristic function of Hermitian quadratic forms in complex normal variables

DOI10.1093/BIOMET/47.1-2.199MaRDI QIDQ3260004zbMATH OpenOpenAlexFDO

Authors George L. Turin

Publication date 1960

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/47.1-2.199

zbMATH Keywords

probability theory

Cited in

(15)

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• On the geometry of random lemniscates
• Some complex matrix-variate statistical distributions on rectangular matrices
• Some recent developments on complex multivariate distributions
• Complex bimatrix variate generalised beta distributions
• Performance evaluation of demodulation with diversity -- a combinatorial approach. II: Bijective methods
• The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting
• Rake Reception for a CDMA Mobile Communication System with Multipath Fading
• The complex multinormal distribution, quadratic forms in complex random vectors and an omnibus goodness-of-fit test for the complex normal distribution
• Recurrence formula for expectations of products of quadratic forms
• Moments and cumulants for the complex Wishart
• Expectations of functions of complex Wishart matrix

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