Probability Distribution Functions of the Sum of Squares of Random Variables in the Non-zero Mathematical Expectations

Approaches to solving the systems of non-commutative polynomial equations in the form of formal power series (FPS) based on the relation with the corresponding commutative equations are developed. Every FPS is mapped to its commutative image - power series, which is obtained under the assumption that all symbols of the alphabet denote commutative variables assigned as values in the field of complex numbers. It is proved that if the initial non-commutative system of polynomial equations is consistent, then the system of equations being its commutative image is consistent. The converse is not true in general. It is shown that in the case of a non-commutative ring the system of equations can have no solution, have a finite number of solutions, as well as having an infinite number of solutions, which is fundamentally different from the case of complex variables.