Eigenvalue distributions for some correlated complex sample covariance matrices (Q5308771): Difference between revisions

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Latest revision as of 01:02, 20 April 2024

scientific article; zbMATH DE number 5198226
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English
Eigenvalue distributions for some correlated complex sample covariance matrices
scientific article; zbMATH DE number 5198226

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    Eigenvalue distributions for some correlated complex sample covariance matrices (English)
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    8 October 2007
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    probability density distribution
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    multivariate Gaussian distribution
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    covariance matrix
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