Noncentral complex Wishart matrices: Moments and correlation of minors

DOI10.1142/S2010326322500095MaRDI QIDQ6063735zbMATH OpenFDO

Authors Velio Tralli, Andrea Conti

Publication date 8 November 2023

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S2010326322500095

zbMATH Keywords

MIMO systemsnoncentral Wishart matricesrandom matricesstatistical momentsstochastic minors

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Communication theory (94A05)

Recommendations

• Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
• scientific article; zbMATH DE number 1441551
• Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
• Distribution and characteristic functions for correlated complex Wishart matrices
• Complex singular Wishart matrices and applications

Cites work

• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Expectations of functions of complex Wishart matrix
• Fundamentals of Wireless Communication
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3035614 (Why is no real title available?)
• MIMO Networks: The Effects of Interference
• Moments of minors of Wishart matrices
• Multiple-antenna capacity in the low-power regime
• On the capacity of spatially correlated mimo rayleigh-fading channels
• On the Ergodic Capacity of Rank-1 Ricean-Fading MIMO Channels
• On the Probability That All Eigenvalues of Gaussian, Wishart, and Double Wishart Random Matrices Lie Within an Interval
• Random matrix techniques in quantum information theory
• Random Matrix Theory and Wireless Communications
• Rayleigh fading multi-antenna channels
• Roy's largest root under rank-one perturbations: the complex valued case and applications
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix

Cited in

(3)

• On a symbolic representation of non-central Wishart random matrices with applications
• Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
• Moments of minors of Wishart matrices

This page was built for publication: Noncentral complex Wishart matrices: Moments and correlation of minors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6063735)