Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices (Q632757): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2011.01.004 / rank
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Property / arXiv ID: 1101.1001 / rank
 
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Latest revision as of 05:37, 9 December 2024

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Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
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    Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices (English)
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    25 March 2011
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    non-central Wishart matrix
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    eigenvalue distribution
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    hypergeometric function
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