Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications
Signal Processing
2026-05-12 v1 Probability
Abstract
This manuscript reviews theoretical results and applications related to quadratic forms in Gaussian random variables. It summarizes definitions, canonical representations, exact and approximate distributional results, numerical inversion methods, applications, and selected open problems for real and complex quadratic forms, multiforms, and ratios of quadratic forms.
Cite
@article{arxiv.2605.09577,
title = {Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications},
author = {Mohanad Ahmed and Mahmoud Ghazal and Maaz Mahadi and Tareq Y. Al-Naffouri},
journal= {arXiv preprint arXiv:2605.09577},
year = {2026}
}