On the Distribution of Certain Quadratic Forms in Normal Variates

Chapter 6 - Quadratic forms and Eigenvalue problems

Let $x: 1 \times n$ be a row vector of random variables such that each $x_i (i = 1,2, \cdots, n)$ is independently normally distributed with mean $\mu_i$ and variance one. Many authors have studied the distribution of what we shall call a univariate quadratic form $xAx'$, where $A$ is a positive definite $n \times n$ matrix. Three types of representation of the distribution have been developed, namely (i) power series about the origin, (ii) mixtures of chi-squares (we refer to these as Ruben-type representations), and (iii) series of Laguerre polynomials. Though all three types of expansion yield correct convergent representations, it has been found that the Laguerre series representation is computationally the most convenient and effective throughout the range of interesting values of the argument. Let $X: p \times n$ be a matrix whose column vectors are independently and identically distributed in multivariate normal distributions having zero mean vector and variance covariance matrix $\Sigma$. If $L$ is a positive definite $n \times n$ matrix, we refer to the $p \times p$ matrix $S = XLX'$ as a positive definite quadratic form with matrix argument. Khatri [11] has given a representation of the density function of the distribution of $S$, somewhat similar to the Ruben-type expansion for the univariate case. In this paper we express the density function of $S$ in terms of Laguerre polynomials with matrix argument. Our results can be easily extended to quadratic forms in a matrix argument when the common multivariate distribution of the column vectors is complex. In Section 2, we give definitions and notations. Section 3 gives some results on integration over orthogonal groups, and in Section 4 we derive the main results.

Let q q be a power of an odd prime, and F q [ T ] \mathbb {F}_q[T] be the ring of polynomials over a finite field F q \mathbb {F}_q of q q elements. A quadratic form f f over F q [ T ] \mathbb {F}_q[T] is said to be regular if f f globally represents all polynomials that are represented by the genus of f f . In this paper, we study definite regular quadratic forms over F q [ T ] \mathbb {F}_q[T] . It is shown that for a fixed q q , there are only finitely many equivalence classes of regular definite primitive quadratic forms over F q [ T ] \mathbb {F}_q[T] , regardless of the number of variables. Characterizations of those which are universal are also given.

Notation Prologue Chapter I. Lattices 1. Introduction 2. Bases and sublattices 3. Lattices under linear transformation 4. Forms and lattices 5. The polar lattice Chapter II. Reduction 1. Introduction 2. The basic process 3. Definite quadratic forms 4. Indefinite quadratic forms 5. Binary cubic forms 6. Other forms Chapter III. Theorems of Blichfeldt and Minkowski 1. Introduction 2. Blichfeldt's and Mnowski's theorems 3. Generalisations to non-negative functions 4. Characterisation of lattices 5. Lattice constants 6. A method of Mordell 7. Representation of integers by quadratic forms Chapter IV. Distance functions 1. Introduction 2. General distance-functions 3. Convex sets 4. Distance functions and lattices Chapter V. Mahler's compactness theorem 1. Introduction 2. Linear transformations 3. Convergence of lattices 4. Compactness for lattices 5. Critical lattices 6. Bounded star-bodies 7. Reducibility 8. Convex bodies 9. Speres 10. Applications to diophantine approximation Chapter VI. The theorem of Minkowski-Hlawka 1. Introduction 2. Sublattices of prime index 3. The Minkowski-Hlawka theorem 4. Schmidt's theorems 5. A conjecture of Rogers 6. Unbounded star-bodies Chapter VII. The quotient space 1. Introduction 2. General properties 3. The sum theorem Chapter VIII. Successive minima 1. Introduction 2. Spheres 3. General distance-functions Chapter IX. Packings 1. Introduction 2. Sets with V(/varphi) =n^2/Delta(/varphi) 3. Voronoi's results 4. Preparatory lemmas 5. Fejes Toth's theorem 6. Cylinders 7. Packing of spheres 8. The proudctio of n linear forms Chapter X. Automorphs 1. Introduction 2. Special forms 3. A method of Mordell 4. Existence of automorphs 5. Isolation theorems 6. Applications of isolation 7. An infinity of solutions 8. Local methods Chapter XI. Ihomogeneous problems 1. Introduction 2. Convex sets 3. Transference theorems for convex sets 4. The producti of n linear forms Appendix References Index quotient space. successive minima. Packings. Automorphs. Inhomogeneous problems.

In the last chapter, we discovered that the positive definite quadratic form (3.28) used to define the inner product of the Euclidean space $${\mathbb{R}}^{n}$$ , and the corresponding geometric algebra $${\mathbb{G}}_{n} = \mathbb{G}({\mathbb{R}}^{n})$$ , is only one of the many possible quadratic forms. We now introduce the pseudo-Euclidean space $${\mathbb{R}}^{p,q}$$ of a general indefinite quadratic form $$q(\mathbf{x})$$ and the corresponding geometric algebra $${\mathbb{G}}_{p,q} = \mathbb{G}({\mathbb{R}}^{p,q})$$ .

13 - Matrices and related results

In this note, we give an elementary proof of the following classical fact. Any positive definite ternary quadratic form over the rational numbers fails to represent infinitely many positive integers. For any ternary quadratic form (positive definite or indefinite), our method constructs certain congruence classes whose elements, up to a square factor, are the only elements not represented over the rational numbers by that form. In the case of a positive definite ternary form, we show that these classes are non-empty. This shows that the minimum number of variables in a positive definite quadratic form representing all positive integers is four. Our proof is very elementary and only uses quadratic reciprocity of Gauss.

ABSTRACTThe independence of linear and quadratic forms in normal variates is very important in linear models and multivariate analysis, especially for the independence of quadratic forms. However, associated proofs in the early literature are incorrect, incomplete, or misleading. In this article, we provide simple and elegant proofs for some extended results.

We study the generalized Whittaker models for G = GSp(2;R) associated with indefinite binary quadratic forms when they arise from two standard representations of G: (i) a generalized principal series rep- resentation induced from the non-Siegel maximal parabolic subgroup and (ii) a (limit of) large discrete series representation. We prove the uniqueness of such models with moderate growth property. Moreover we express the values of the corresponding generalized Whittaker functions on a one-parameter subgroup of G in terms of the Meijer G-functions.

In this paper the researchers are presenting an upper bound for the distribution function of quadratic forms in normal vector with mean zero and positive definite covariance matrix. They also will show that the new upper bound is more precise than the one introduced by Okamoto [4] and the one introduced by Siddiqui [5]. Theoretical Error bounds for both, the new and Okamoto upper bounds are derived in this paper. For larger number of terms in any given positive definite quadratic form, a rough and easier upper bound is suggested.

Classifications and representations are two main topics in the theory of quadratic forms. In this paper, we consider these topics of ternary quadratic forms. For a given squarefree integer N N , first we give the classification of positive definite ternary quadratic forms of level 4 N 4N explicitly. Second, we give explicit formulas of the weighted sum of representations over each class in every genus of ternary quadratic forms of level 4 N 4N , which are involved with modified Hurwitz class number. In the proof of the main results, we use the relations among ternary quadratic forms, quaternion algebras, and Jacobi forms. As a corollary, we get the formula for the class number of positive ternary quadratic forms of level 4 N 4N . As applications, we derive an explicit base of Eisenstein series space of modular forms of weight 3 / 2 3/2 and level 4 N 4N , and give new proofs of some interesting identities involving representation number of ternary quadratic forms.

Introduction. In the investigation of a non-degenerate quadratic form f (x) with coefficients in a local or global field K, one associates two groups with f (x), the orthogonal and metaplectic groups. If K is, e.g., the field R of real numbers, the second group is the unitary group generated by Ut = exp(it -f(x)) and its conjugate V, under the Fourier transformation for all t in R; and it is locally isomorphic to SL2(R). By using a similar definition one can associate with any polynomial f (x) of higher degree a group. Such groups have appeared in connection with the Siegel-Weil formulas for the norm forms of certain simple Jordan algebras. On the other hand Kubota [4], [5] and Yamazaki [8] have associated for K = C and R metaplectic groups with where n need not be 2, in fact n 2 and n = 2k 2, respectively. In both cases they have used certain Bessel transformations instead of the Fourier transformation to get the metaplectic groups. In a recent paper [3] we have shown that the Lie algebra of a hypermetaplectic group over R is infinite dimensional (at least if the Fourier transformation is defined relative to the bilinear form associated with a definite quadratic form). In this paper we have restricted ourselves to the one-variable case and tried to obtain all metaplectic groups over K = R and C. More precisely we have started from an arbitrary polynomial f (x) of one variable x with coefficients in K = R or C, put U, = exp (it .f (x)) or exp(2iRe(tf(x)) and determined all cases where U, and another oneparameter subgroup V, of the unitary group of a certain L2-space generate a Lie group G locally isomorphic to SL2(K). In doing so we have assumed that the tangent vector or vectors of V, at t = 0 is a linear differential operator with polynomial coefficients, a condition satisfied in the known cases. The result is that f (x) simply becomes x, x2 under a suitable normalization and, accordingly, the differential operator becomes i-times

On Indefinite Quadratic Forms in Three and Four Variables

For each positive integer n n , let g Z ( n ) g_\mathbb {Z}(n) be the smallest integer such that if an integral quadratic form in n n variables can be written as a sum of squares of integral linear forms, then it can be written as a sum of g Z ( n ) g_\mathbb {Z}(n) squares of integral linear forms. We show that every positive definite integral quadratic form is equivalent to what we call a balanced Hermite–Korkin–Zolotarev-reduced form and use it to show that the growth of g Z ( n ) g_\mathbb {Z}(n) is at most an exponential of n \sqrt {n} . Our result improves the best known upper bound on g Z ( n ) g_\mathbb {Z}(n) which is on the order of an exponential of n n . We also define an analogous number g O ∗ ( n ) g_{\mathcal O}^*(n) for writing Hermitian forms over the ring of integers O \mathcal O of an imaginary quadratic field as sums of norms of integral linear forms, and when the class number of the imaginary quadratic field is 1 1 , we show that the growth of g O ∗ ( n ) g_{\mathcal O}^*(n) is at most an exponential of n \sqrt {n} . We also improve on results of both Conway and Sloane and Kim and Oh on s s -integrable lattices.

Refining the notion of regularity introduced by Dickson, an integral quadratic form is said to be spinor regular if it represents all integers represented by its spinor genus. Examples of positive definite primitive integral ternary quadratic forms which have this property are presented, and it is proved that there exist only finitely many equivalence classes containing such forms.