On the distribution of positive-definite Gaussian quadratic forms

DOI10.1109/TIT.1987.1057381zbMATH Open0638.94002MaRDI QIDQ3780979FDOQ3780979

Authors: Georgios Tziritas 

Publication date: 1987

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

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zbMATH Keywords

Laguerre polynomialsrandom signalspower spectrum estimationindependent Gaussian variablespositive-definite Gaussian quadratic formsQuadratic signal processing

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Signal detection and filtering (aspects of stochastic processes) (60G35) Detection theory in information and communication theory (94A13)

Cited In (16)

• An algebraic formalism for computing the moments of distributions of quadratic forms
• The exact distribution of some positive definite quadratic forms of gamma or Dirichlet random variables
• Sharp estimates for the CDF of quadratic forms of MPE random vectors
• A new look at portmanteau tests
• The multiple testing problem for Box-Pierce statistics
• Two comparison theorems for distributions of Gaussian quadratic forms
• FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
• On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
• A generalization of Bartlett's decomposition
• Minimax robust nonstationary signal estimation based on a \(p\)-point uncertainty model
• Distribution of quadratic forms in Gaussian process
• Distribution of the filtered output of a quadratic rectifier computed by numerical contour integration
• Title not available (Why is that?)
• Distribution of random quadratic forms arising in singular-spectrum analysis
• Title not available (Why is that?)

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