0 60 20 01 v 1 3 1 Ja n 20 06 Eigenvalue distributions for some correlated complex sample covariance matrices

نویسنده

  • P. J. Forrester
چکیده

The distributions of the smallest and largest eigenvalues for the matrix product Z † Z, where Z is an n × m complex Gaussian matrix with correlations both along rows and down columns, are expressed as m × m determinants. In the case of correlation along rows, these expressions are computationally more efficient than those involving sums over partitions and Schur polynomials reported recently for the same distributions.

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تاریخ انتشار 2006