SIAM AG on Orthogonal Polynomials and Special Functions


Extract from OP-SF NET

Topic #12  ----------------  OP-SF NET  ------------------ May 17, 1995
From: Hans Haubold 
Subject: New book by Mathai and Provost

Authors:   A.M.Mathai and S.B. Provost
Title:     Quadratic Forms in Random Variables: Theory and     
Publisher: Marcel Dekker, Inc., New York, 1992
           Statistics: textbooks and monographs volume 126

The monograph discusses quadratic forms and second degree
polynomials in real random variables and normal random vectors
and matrices. Naturally, special functions appear particularly
in chapter 4 as they are used as representations of densities
and distribution functions of quadratic forms. The monograph
offers a compilation of known and previously unpublished
results in this field, enriched by exercises given in all
chapters and can also be used as a reference tool for
theoretical and applied statisticians as well as applied
mathematicians. The book contains seven chapters: (1)
Preliminaries, (2) Quadratic Forms in Real Variables, (3)
Quadratic Forms in Random Variables, (4) The distribution of
Quadratic Forms, (5) Chi-squaredness and Independence, (6)
Generalized Quadratic Forms, and (7) Applications.

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