Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications
Mohanad Ahmed, Mahmoud Ghazal, Maaz Mahadi, Tareq Y. Al-Naffouri
TL;DR
This paper reviews theoretical results and applications of quadratic forms in Gaussian random variables, covering definitions, distributional results, numerical methods, and open problems for real and complex cases.
Contribution
It provides a comprehensive summary of existing theoretical results, methods, and open problems related to quadratic forms in Gaussian variables.
Findings
Summarizes distributional results for quadratic forms
Discusses numerical inversion methods for distributions
Identifies open problems in the field
Abstract
This manuscript reviews theoretical results and applications related to quadratic forms in Gaussian random variables. It summarizes definitions, canonical representations, exact and approximate distributional results, numerical inversion methods, applications, and selected open problems for real and complex quadratic forms, multiforms, and ratios of quadratic forms.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.