The distribution of quadratic functionals
Authors:
John B. Thomas and Eugene Wong
Journal:
Quart. Appl. Math. 19 (1961), 150-153
MSC:
Primary 60.20; Secondary 60.40
DOI:
https://doi.org/10.1090/qam/142134
MathSciNet review:
142134
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References | Similar Articles | Additional Information
- [1] A. J. F. Siegert, A systematic approach to a class of problems in the theory of noise and other random phenomena--Part III, IRE Transactions on Information Theory IT-, 4-14 (March 1958)
- [2]
The symmetry of (1) allows
to be symmetric without loss of generality
- [3] Whittaker and Watson, Modern analysis, Cambridge Univ. Press, 1927, Sec. 11.61
- [4] Kari Karhunen, Über lineare Methoden in der Wahrscheinlichkeitsrechnung, Ann. Acad. Sci. Fennicae Ser. A. I. Math.-Phys. 1947 (1947), no. 37, 79 (German). MR 23013
- [5] Michel Loève, Probability theory, 2nd ed. The University Series in Higher Mathematics. D. Van Nostrand Co., Inc., Princeton, N. J.-Toronto-New York-London, 1960. MR 0123342
- [6] E. Wong, Vector stochastic processes in problems of communication theory, Ph.D. dissertation, Princeton University, May 1959
- [7] J. K. Wolf, On the detection and estimation problem for multiple nonstationary random processes, Ph.D. dissertation, Princeton University, October 1959
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Additional Information
DOI:
https://doi.org/10.1090/qam/142134
Article copyright:
© Copyright 1961
American Mathematical Society