A New Approach to the Statistical Analysis of Non-Central Complex Gaussian Quadratic Forms with Applications

@article{RamrezEspinosa2018ANA,
  title={A New Approach to the Statistical Analysis of Non-Central Complex Gaussian Quadratic Forms with Applications},
  author={Pablo Ram{\'i}rez-Espinosa and Laureano Moreno-Pozas and Jose Francisco Paris and Jos{\'e} Antonio Cort{\'e}s and Eduardo Martos-Naya},
  journal={CoRR},
  year={2018},
  volume={abs/1805.09181}
}
This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable (RV) that replaces the original CGQF and converges in distribution to it. The technique is valid for both definite and indefinite CGQFs and yields simple… CONTINUE READING