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/
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| dc.title.spa.fl_str_mv |
Unitary invariant and residual independent matrix distributions |
| title |
Unitary invariant and residual independent matrix distributions |
| spellingShingle |
Unitary invariant and residual independent matrix distributions 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 |
| title_short |
Unitary invariant and residual independent matrix distributions |
| title_full |
Unitary invariant and residual independent matrix distributions |
| title_fullStr |
Unitary invariant and residual independent matrix distributions |
| title_full_unstemmed |
Unitary invariant and residual independent matrix distributions |
| title_sort |
Unitary invariant and residual independent matrix distributions |
| dc.creator.fl_str_mv |
Nagar, Daya Krishna Vélez Caervajal, Astrid Marissa Gupta, Arjun Kumar |
| dc.contributor.author.none.fl_str_mv |
Nagar, Daya Krishna Vélez Caervajal, Astrid Marissa Gupta, Arjun Kumar |
| dc.contributor.researchgroup.spa.fl_str_mv |
Análisis Multivariado |
| dc.subject.lemb.none.fl_str_mv |
Funciones hipergeométricas Hypergeometric functions Teoría de las distribuciones (análisis funcional) Theory of distributions (Functional analysis) |
| topic |
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 |
| dc.subject.proposal.spa.fl_str_mv |
Beta distribution Inverted complex Wishart Complex random matrix Residual independent Unitary invariant Zonal polynomial |
| description |
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 scalar and matrix valued functions of Z13 and Z15 are derived. |
| publishDate |
2009 |
| dc.date.issued.none.fl_str_mv |
2009 |
| dc.date.accessioned.none.fl_str_mv |
2024-06-09T14:31:50Z |
| dc.date.available.none.fl_str_mv |
2024-06-09T14:31:50Z |
| dc.type.spa.fl_str_mv |
Artículo de investigación |
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http://purl.org/coar/resource_type/c_2df8fbb1 |
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https://purl.org/redcol/resource_type/ART |
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http://purl.org/coar/version/c_970fb48d4fbd8a85 |
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info:eu-repo/semantics/article |
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info:eu-repo/semantics/publishedVersion |
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http://purl.org/coar/resource_type/c_2df8fbb1 |
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publishedVersion |
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0101-8205 |
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https://hdl.handle.net/10495/39817 |
| dc.identifier.doi.none.fl_str_mv |
10.1590/S0101-82052009000100004 |
| dc.identifier.eissn.none.fl_str_mv |
1807-0302 |
| identifier_str_mv |
0101-8205 10.1590/S0101-82052009000100004 1807-0302 |
| url |
https://hdl.handle.net/10495/39817 |
| dc.language.iso.spa.fl_str_mv |
eng |
| language |
eng |
| dc.relation.ispartofjournalabbrev.spa.fl_str_mv |
Comp. Appl. Math. |
| dc.relation.citationendpage.spa.fl_str_mv |
86 |
| dc.relation.citationissue.spa.fl_str_mv |
1 |
| dc.relation.citationstartpage.spa.fl_str_mv |
63 |
| dc.relation.citationvolume.spa.fl_str_mv |
28 |
| dc.relation.ispartofjournal.spa.fl_str_mv |
Computational and Applied Mathematics |
| dc.rights.uri.spa.fl_str_mv |
https://creativecommons.org/licenses/by/4.0/ |
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http://creativecommons.org/licenses/by/2.5/co/ |
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https://creativecommons.org/licenses/by/4.0/ http://creativecommons.org/licenses/by/2.5/co/ http://purl.org/coar/access_right/c_abf2 |
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openAccess |
| dc.format.extent.spa.fl_str_mv |
24 páginas |
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application/pdf |
| dc.publisher.spa.fl_str_mv |
Sociedade Brasileira de Matemática Aplicada e Computacional |
| dc.publisher.place.spa.fl_str_mv |
São Carlos, Brasil |
| institution |
Universidad de Antioquia |
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Nagar, Daya KrishnaVélez Caervajal, Astrid MarissaGupta, Arjun KumarAnálisis Multivariado2024-06-09T14:31:50Z2024-06-09T14:31:50Z20090101-8205https://hdl.handle.net/10495/3981710.1590/S0101-820520090001000041807-0302ABSTRACT: 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 scalar and matrix valued functions of Z13 and Z15 are derived.COL000053224 páginasapplication/pdfengSociedade Brasileira de Matemática Aplicada e ComputacionalSão Carlos, Brasilhttps://creativecommons.org/licenses/by/4.0/http://creativecommons.org/licenses/by/2.5/co/info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Unitary invariant and residual independent matrix distributionsArtículo de investigaciónhttp://purl.org/coar/resource_type/c_2df8fbb1https://purl.org/redcol/resource_type/ARThttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionFunciones hipergeométricasHypergeometric functionsTeoría de las distribuciones (análisis funcional)Theory of distributions (Functional analysis)Beta distributionInverted complex WishartComplex random matrixResidual independentUnitary invariantZonal polynomialComp. Appl. Math.8616328Computational and Applied MathematicsPublicationLICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://bibliotecadigital.udea.edu.co/bitstreams/baa02efc-1e98-47e2-a8a7-8420e18b1a8e/download8a4605be74aa9ea9d79846c1fba20a33MD53falseAnonymousREADORIGINALVélezAstrid_2009_ UnitaryInvariant.pdfVélezAstrid_2009_ UnitaryInvariant.pdfArtículo de investigaciónapplication/pdf237163https://bibliotecadigital.udea.edu.co/bitstreams/742db75c-c8db-4b39-aecc-26a676823efa/downloadbf242a85aa5de6046a7464d8a3d9572bMD51trueAnonymousREADCC-LICENSElicense_rdflicense_rdfapplication/rdf+xml; charset=utf-8927https://bibliotecadigital.udea.edu.co/bitstreams/7d17d103-dd02-44d2-8cd0-316cdd240d7e/download1646d1f6b96dbbbc38035efc9239ac9cMD52falseAnonymousREADTEXTVélezAstrid_2009_ UnitaryInvariant.pdf.txtVélezAstrid_2009_ UnitaryInvariant.pdf.txtExtracted texttext/plain39575https://bibliotecadigital.udea.edu.co/bitstreams/b1bcc55a-4ccf-45f7-be15-ec9393e7fea8/download5517952f0e1efc42887107d0e29fc83dMD54falseAnonymousREADTHUMBNAILVélezAstrid_2009_ UnitaryInvariant.pdf.jpgVélezAstrid_2009_ UnitaryInvariant.pdf.jpgGenerated Thumbnailimage/jpeg10792https://bibliotecadigital.udea.edu.co/bitstreams/35eecc79-d1f5-4c81-8e22-f1521bcdca0c/downloadf20e97d565176ce26cecd71f2a0cfe9aMD55falseAnonymousREAD10495/39817oai:bibliotecadigital.udea.edu.co:10495/398172025-03-27 01:39:37.331https://creativecommons.org/licenses/by/4.0/open.accesshttps://bibliotecadigital.udea.edu.coRepositorio Institucional de la Universidad de Antioquiaaplicacionbibliotecadigitalbiblioteca@udea.edu.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 |