Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors
Journal of Multivariate Analysis
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
IEEE Transactions on Communications
New performance results for multiuser optimum combining in the presence of rician fading
IEEE Transactions on Communications
Differential preamble detection in packet-based wireless networks
IEEE Transactions on Wireless Communications
On the distribution of indefinite quadratic forms in Gaussian random variables
ISIT'09 Proceedings of the 2009 IEEE international conference on Symposium on Information Theory - Volume 3
Sharp estimates for the CDF of quadratic forms of MPE random vectors
Journal of Multivariate Analysis
An efficient method for analyzing on-chip thermal reliability considering process variations
ACM Transactions on Design Automation of Electronic Systems (TODAES)
| Hi-index | 754.84 |
A new series expansion is developed for the probability distribution function and the cumulative distribution function for indefinite noncentral Hermitian quadratic forms in complex normal random variables. The moment generating function is inverted by contour integration using the residue theorem. The function is separated into two parts, one part, containing an essential singularity, is expanded by Laurent series and the other part is expanded by Taylor series. The series are combined for evaluating the residue of the complete function. Several different series can be obtained by modifications of the basic approach. The series are computationally efficient and normally fast converging. The convergence rate depends on the separation of the eigenvalues. Multiple eigenvalues are allowed, and can be used to approximately replace a close pair of eigenvalues