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The book deals with bilinear forms in real random vectors and their
generalizations as well as zonal polynomials and their applications
in handling generalized quadratic and bilinear forms. The book is
mostly self-contained. It starts from basic principles and brings
the readers to the current research level in these areas. It is
developed with detailed proofs and illustrative examples for easy
readability and self-study. Several exercises are proposed at the
end of the chapters. The complicated topic of zonal polynomials is
explained in detail in this book. The book concentrates on the
theoretical developments in all the topics covered. Some
applications are pointed out but no detailed application to any
particular field is attempted. This book can be used as a textbook
for a one-semester graduate course on quadratic and bilinear forms
and/or on zonal polynomials. It is hoped that this book will be a
valuable reference source for graduate students and research
workers in the areas of mathematical statistics, quadratic and
bilinear forms and their generalizations, zonal polynomials,
invariant polynomials and related topics, and will benefit
statisticians, mathematicians and other theoretical and applied
scientists who use any of the above topics in their areas. Chapter
1 gives the preliminaries needed in later chapters, including some
Jacobians of matrix transformations. Chapter 2 is devoted to
bilinear forms in Gaussian real ran dom vectors, their properties,
and techniques specially developed to deal with bilinear forms
where the standard methods for handling quadratic forms become
complicated."
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