0 60 20 01 v 1 3 1 Ja n 20 06 Eigenvalue distributions for some correlated complex sample covariance matrices
نویسنده
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.
منابع مشابه
ar X iv : m at h / 06 01 74 3 v 1 [ m at h . SP ] 3 0 Ja n 20 06 DETERMINANTS OF ZEROTH ORDER OPERATORS
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تاریخ انتشار 2006