Edgeworth expansions for the product of two complex random matrices each with iid compo\-nents

DOI10.1016/J.SPL.2010.08.025MaRDI QIDQ613191zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 20 December 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.08.025

zbMATH Keywords

Edgeworth expansionsGaussiancomplex random matrices

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

Recommendations

• Edgeworth and saddle-point approximations for random rectangular matrices
• The distribution of the amplitude and phase of the mean of a sample of complex random variables
• Transformations of multivariate Edgeworth type expansions
• On Edgeworth expansions in Hilbert space
• scientific article; zbMATH DE number 4020197

Cites work

• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3443655 (Why is no real title available?)
• Capacity of a mobile multiple-antenna communication link in Rayleigh flat fading
• Capacity of a mobile multiple-antenna wireless link with isotropically random rician fading
• Wave localization and conversion phenomena in multi-coupled multi-spin beams

Cited in

(1)

• The distribution of the amplitude and phase of the mean of a sample of complex random variables

This page was built for publication: Edgeworth expansions for the product of two complex random matrices each with iid compo\-nents

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q613191)