Unitary invariant and residual independent matrix distributions
ABSTRACT: Define Z13 = A1/2Y A1/2H (A and Y are independent) and Z15 =B1/2 Y B1/2H (B and Y are independent), where Y , A and B follow inverted complex Wishart, complex beta type I and complex beta type II distributions, respectively. In this article several properties including expected values of s...
- Autores:
-
Nagar, Daya Krishna
Vélez Caervajal, Astrid Marissa
Gupta, Arjun Kumar
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2009
- Institución:
- Universidad de Antioquia
- Repositorio:
- Repositorio UdeA
- Idioma:
- eng
- OAI Identifier:
- oai:bibliotecadigital.udea.edu.co:10495/39817
- Acceso en línea:
- https://hdl.handle.net/10495/39817
- Palabra clave:
- Funciones hipergeométricas
Hypergeometric functions
Teoría de las distribuciones (análisis funcional)
Theory of distributions (Functional analysis)
Beta distribution
Inverted complex Wishart
Complex random matrix
Residual independent
Unitary invariant
Zonal polynomial
- Rights
- openAccess
- License
- https://creativecommons.org/licenses/by/4.0/