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Bilinear Forms and Zonal Polynomials

Name: Bilinear Forms and Zonal Polynomials
Brand: Springer-Verlag New York Inc.
SKU: 01384069
Price: 51.69 EUR
Availability: InStock
Author: Arak M. Mathai
ISBN: 9780387945224

Arak M. Mathai

Serge B. Provost

Takesi Hayakawa

Language

English

Book Paperback

Libristo code: 01384069

Publishers Springer-Verlag New York Inc., May 1995

This monograph deals with bilinear forms in real random vectors and their generalizations. The autho... Full description

Libristo code: 01384069

125 b

51.69 €

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This monograph deals with bilinear forms in real random vectors and their generalizations. The authors show how zonal polynomials may be used to analyze such forms and thus to apply these concepts in a variety of statistical settings. Assuming a graduate-level background in statistics, this account is self-contained and each chapter concludes with exercises making the book ideal for a researcher seeking a straight-forward introduction to this topic. Chapter 1 covers preliminaries including a treatment of the Jacobians of matrix transformation and chapter 2 then introduces bilinear forms in Gaussian random real vectors. Chapter 3 covers quadratic forms in elliptically contoured and spherically symmetric vectors whilst chapters 4 and 5 introduce and then apply the theory of zonal polynomials to the theory of distributions of generalized quadratic and bilinear forms.