The Eigenvectors of Single-Spiked Complex Wishart Matrices: Finite and Asymptotic Analyses

DOI10.1109/tit.2022.3187919arXiv2110.11996OpenAlexW3210965216MaRDI QIDQ6195823

Yang Chen, Unnamed Author, Prathapasinghe Dharmawansa

Publication date: 14 March 2024

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.11996

zbMATH Keywords

eigenvalueseigenvectorsconvergence in distributionGauss hypergeometric functionLaguerre polynomialsWishart matrixhypergeometric function of two matrix argumentssingle-spiked covariancemoment generating function (m.g.f.)probability density function (p.d.f.)

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Classical hypergeometric functions, ({}_2F_1) (33C05)

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