The role of powers of matrices in determining the distribution of quadratic forms involving the complex normal distribution (Q1076764): Difference between revisions

Let A be an \(N\times N\) complex matrix of rank r. \textit{C. G. Khatri} [ibid. 33, 57-65 (1980; Zbl 0443.15011)] showed that A is idempotent if, and only if, (a) \(r=tr A\) and (b) there exist distinct positive integers s, t such that \(A^ s=A^ t\). The authors give a two-fold generalization: the role of the ordinary trace in (a) is taken by the generalized trace \(tr_ jA=sum\) of the \(j\times j\) principal minors of A; and powers of the conjugate transpose \(A^*\) are involved in a generalized form of (b). Here are two sample results. Theorem 1. Suppose that (a)' \(| tr_ jA| \geq \left( \begin{matrix} r\\ j\end{matrix} \right)\) for some integer j such that \(0<j<r\) and (b)' \((A^*)^ mA^ s=(A^*)^ tA^ k\) for some non-negative integers m,s,t,k such that \(m+s\neq t+k\). Then A is a scalar multiple of an idempotent. Theorem 2. Suppose that condition (a)' above holds and that (b)'' \((A^*)^ mA^ s=A^ k(A^*)^ k\) for some non-negative integers m, s, k such that \(m+s\neq 2k\). Then A is a scalar multiple of a Hermitian idempotent. Several other adjuncts to Khatri's results are proved, including conditions for a quadratic form to have chi-square distribution.