On hermitian bilinear forms in complex normal variables

Shagufta A. Sultan

doi:10.6092/issn.1973-2201/1057

On hermitian bilinear forms in complex normal variables

Authors

Shagufta A. Sultan McGill University, Montreal

DOI:

https://doi.org/10.6092/issn.1973-2201/1057

Abstract

Bilinear forms in complex normal variables when matrices of the forms are rectangular are considered. Expressions for the cumulants, joint cumulants of arbitrary order of hermitian bilinear and hermitian quadratic forms are given. Necessary and sufficient conditions for the independence of two hermitian bilinear forms and a hermitian bilinear and a hermitian quadratic form are stated.

How to Cite

Sultan, S. A. (1997). On hermitian bilinear forms in complex normal variables. Statistica, 57(2), 179–188. https://doi.org/10.6092/issn.1973-2201/1057