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

DOI10.1016/J.SPL.2010.08.025zbMATH Open1202.62031OpenAlexW2091720758MaRDI QIDQ613191FDOQ613191

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

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zbMATH Keywords

Edgeworth expansionsGaussiancomplex random matrices

Mathematics Subject Classification ID

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

Cites Work

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• Wave localization and conversion phenomena in multi-coupled multi-spin beams
• 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

Cited In (1)

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

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