Expected Values of Scalar-Valued Functions of a Complex Wishart Matrix
نویسندگان
چکیده
The complex Wishart distribution has ample applications in science and engineering. In this paper, we give explicit expressions for E(tr(Wh))g(tr(Wj))i E(tr(W−h))g(tr(W−j))i, respectively, particular values of g, h, i, j, g+h+i+j≤5, where W follows a distribution. For specific first write (tr(Wh))g(tr(Wj))i (tr(W−h))g(tr(W−j))i terms zonal polynomials then by using results on integration evaluate resulting expressions. Several expected matrix-valued functions matrix have also been derived.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2023
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math11092162