Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices

DOI10.1016/j.jmva.2011.01.004zbMath1327.60024arXiv1101.1001OpenAlexW2964162019MaRDI QIDQ632757

Matthew R. McKay, Prathapasinghe Dharmawansa

Publication date: 25 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.1001

zbMATH Keywords

eigenvalue distributionhypergeometric functionnon-central Wishart matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (probabilistic aspects) (60B20) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Related Items (2)

Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean ⋮ A unified complex noncentral Wishart type distribution inspired by massive MIMO systems

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