On the distribution of positive-definite Gaussian quadratic forms
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Publication:3780979
DOI10.1109/TIT.1987.1057381zbMath0638.94002MaRDI QIDQ3780979
Publication date: 1987
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Laguerre polynomialsrandom signalspower spectrum estimationindependent Gaussian variablespositive-definite Gaussian quadratic formsQuadratic signal processing
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05) Signal detection and filtering (aspects of stochastic processes) (60G35) Detection theory in information and communication theory (94A13)
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