Distribution of general noncentral positive definite quadratic formin K-dimensions

The authors present a series solution using Hermite polynomials to the long-standing problem of computing the probability P that positive definite noncentral quadratic form d(x) of a Gaussian random vector x∈R satisfies d( x)⩽r² for any given r∈R. This problem has wide applications in radar, tracking, air traffic control, etc. The fast-converging series solution presented is very accurate and can be performed rapidly using the recursion relations for Hermite polynomials