On the distribution of positive-definite Gaussian quadratic forms

DOI10.1109/TIT.1987.1057381MaRDI QIDQ3780979zbMATHFDO

Authors Georgios Tziritas

Publication date 1987

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

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)

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Cited in

(16)

• Distribution of quadratic forms in Gaussian process
• Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
• The exact distribution of some positive definite quadratic forms of gamma or Dirichlet random variables
• Distribution of random quadratic forms arising in singular-spectrum analysis
• 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
• scientific article; zbMATH DE number 4096477 (Why is no real title available?)
• Sharp estimates for the CDF of quadratic forms of MPE random vectors
• Distribution of the filtered output of a quadratic rectifier computed by numerical contour integration
• Minimax robust nonstationary signal estimation based on a \(p\)-point uncertainty model
• A generalization of Bartlett's decomposition
• A new look at portmanteau tests
• The multiple testing problem for Box-Pierce statistics
• An algebraic formalism for computing the moments of distributions of quadratic forms
• scientific article; zbMATH DE number 147176 (Why is no real title available?)
• Two comparison theorems for distributions of Gaussian quadratic forms

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