Mathai A.M., Provost S.B. Quadratic Forms in Random Variables: Theory and Applications

Marcel Dekker, 1992. – 424 p.The monograph discusses quadratic forms and second degree polynomials in real random variables and normal random vectors and matrices. Naturally, special functions appear particularly in chapter 4 as they are used as representations of densities and distribution functions of quadratic forms. The monograph offers a compilation of known and previously unpublished results in this field, enriched by exercises given in all chapters and can also be used as a reference tool for theoretical and applied statisticians as well as applied mathematicians. The book contains seven chapters: (1) Preliminaries, (2) Quadratic Forms in Real Variables, (3) Quadratic Forms in Random Variables, (4) The distribution of Quadratic Forms, (5) Chi-squaredness and Independence, (6) Generalized Quadratic Forms, and (7) Applications.