A Determinant Representation for the Dis
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Peter J Smith; Hongsheng Gao
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Article
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2000
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Elsevier Science
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English
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Consider the quadratic form Z=Y H (XL X H ) &1 Y where Y is a p\_m complex Gaussian matrix, X is an independent p\_n complex Gaussian matrix, L is a Hermitian positive definite matrix, and m p n. The distribution of Z has been studied for over 30 years due to its importance in certain multivariate s