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Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications

Mohanad Ahmed, Mahmoud Ghazal, Maaz Mahadi, Tareq Y. Al-Naffouri

arXiv:2605.09577Published May 10, 20260 citations
  • eess.SP
  • math.PR

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.

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