Complex singular wishart matrices and applications
نویسندگان
چکیده
منابع مشابه
Complex singular Wishart matrices and applications∗
In this paper, complex singular Wishart matrices and their applications are investigated. In particular, a volume element on the space of positive semidefinite m×m complex matrices of rank n < m is introduced and some transformation properties are established. The Jacobian for the change of variables in the singular value decomposition of general m × n complex matrices is derived. Then the dens...
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ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2005
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2005.04.009