Distribution of the Scaled Condition Number of Single-Spiked Complex Wishart Matrices (Q6195700)
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scientific article; zbMATH DE number 7817793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of the Scaled Condition Number of Single-Spiked Complex Wishart Matrices |
scientific article; zbMATH DE number 7817793 |
Statements
Distribution of the Scaled Condition Number of Single-Spiked Complex Wishart Matrices (English)
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14 March 2024
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condition number
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cumulative distribution function (cdf)
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eigenvalues
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hypergeometric function of two matrix arguments
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moment generating function (mgf)
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orthogonal polynomials
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probability density function (pdf)
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single-spiked covariance
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Wishart matrix
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