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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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)
The symmetry of (1) allows ${h^{\left ( m \right )}}\left ( \tau \right )$ to be symmetric without loss of generality
Whittaker and Watson, Modern analysis, Cambridge Univ. Press, 1927, Sec. 11.61
- 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
- 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
E. Wong, Vector stochastic processes in problems of communication theory, Ph.D. dissertation, Princeton University, May 1959
J. K. Wolf, On the detection and estimation problem for multiple nonstationary random processes, Ph.D. dissertation, Princeton University, October 1959
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)
The symmetry of (1) allows ${h^{\left ( m \right )}}\left ( \tau \right )$ to be symmetric without loss of generality
Whittaker and Watson, Modern analysis, Cambridge Univ. Press, 1927, Sec. 11.61
K. Karhunen, Über lineare Methoden in der Wahrscheinlichkeitsrechnung, Ann. Acad. Sci. Fennicae Ser. A I. Math. Phys., 37 (1947)
M. Loeve, Probability theory, D. Van Nostrand Co., Inc., 1955
E. Wong, Vector stochastic processes in problems of communication theory, Ph.D. dissertation, Princeton University, May 1959
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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Article copyright:
© Copyright 1961
American Mathematical Society
