Gorgadze, Z. G. On Wishart distribution. (English) Zbl 0788.62044 Soobshch. Akad. Nauk Gruz. 145, No. 2, 241-244 (1992). An infinite-dimensional generalization of the Wishart distribution, known in multivariate statistical analysis, is introduced and some of its properties are investigated. Moreover, a simple proof of a known result on the distribution of a quadratic form of a Gaussian vector is given. Reviewer: A.Łuczak (Łódź) Cited in 1 Review MSC: 62H05 Characterization and structure theory for multivariate probability distributions; copulas 46L60 Applications of selfadjoint operator algebras to physics 60B11 Probability theory on linear topological spaces 46N30 Applications of functional analysis in probability theory and statistics 60E05 Probability distributions: general theory Keywords:distributions in Banach spaces; trace-class operators; infinite- dimensional generalization of the Wishart distribution; quadratic form of a Gaussian vector PDFBibTeX XMLCite \textit{Z. G. Gorgadze}, Soobshch. Akad. Nauk Gruz. 145, No. 2, 241--244 (1992; Zbl 0788.62044)