A review summarizing definitions, canonical forms, exact and approximate distributions, numerical methods, applications, and open problems for quadratic forms in real and complex Gaussian variables, including multiforms and ratios.
On approximating the distribution of indefinite quadratic expres- sions in singular normal vectors.ACTA ET COMMENTATIONES UNIVERSITATIS TARTUENSIS DE MATHEMATICA, 15:61–86, 11 2011
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Quadratic Forms in Gaussian Random Variables Theoretical Results and Applications
A review summarizing definitions, canonical forms, exact and approximate distributions, numerical methods, applications, and open problems for quadratic forms in real and complex Gaussian variables, including multiforms and ratios.