A simple proof of the generalized Craig-Sakamoto theorem

被引:5
|
作者
Zhang, Jin [1 ]
Yi, Jikun [2 ]
机构
[1] Yunnan Univ, Sch Math & Stat, Kunming 650091, Yunnan, Peoples R China
[2] Yunnan Univ, Coll Continued Educ, Kunming 650091, Yunnan, Peoples R China
关键词
Eigenvalues; Independence; Quadratic forms; Symmetric matrices;
D O I
10.1016/j.laa.2012.02.028
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The Craig-Sakamoto theorem establishes the independence of two quadratic forms in normal variates. In this article, we provide a simple proof of a generalized Craig-Sakamoto theorem. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码:781 / 782
页数:2
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