Random quadratic forms

Gregory, John; Hughes, H. R.

doi:10.1090/S0002-9947-1995-1254841-4

Random quadratic forms
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by John Gregory and H. R. Hughes PDF

Trans. Amer. Math. Soc. 347 (1995), 709-717 Request permission

Abstract:

The results of Boyce for random Sturm-Liouville problems are generalized to random quadratic forms. Order relationships are proved between the means of eigenvalues of a random quadratic form and the eigenvalues of an associated mean quadratic form. Finite-dimensional and infinite-dimensional examples that show these are the best possible results are given. Also included are some results for a general approximation theory for random quadratic forms.

References

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