Complex singular Wishart matrices and applications

DOI10.1016/J.CAMWA.2005.04.009zbMATH Open1088.15013OpenAlexW1984381276MaRDI QIDQ814312FDOQ814312

Authors: Tharmalingam Ratnarajah, Rémi Vaillancourt 

Publication date: 6 February 2006

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.04.009

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zbMATH Keywords

singular value decompositionchannel capacitycomplex singular Wishart distributioncomplex singular Wishart matricesRayleigh distributed MIMO channel

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Coding theorems (Shannon theory) (94A24) Channel models (including quantum) in information and communication theory (94A40)

Cites Work

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• The Calogero-Sutherland model and generalized classical polynomials
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• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• On the singular values of Gaussian random matrices
• Complex random matrices and Rayleigh channel capacity
• On singular Wishart and singular multivariate beta distributions
• Eigenvalues and Condition Numbers of Complex Random Matrices
• Capacity scaling in MIMO wireless systems under correlated fading
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Cited In (20)

• On the singular gamma, Wishart, and beta matrix‐variate density functions
• Joint Singular Value Distribution of Two Correlated Rectangular Gaussian Matrices and Its Application
• DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA
• Algorithm for the product of Jack polynomials and its application to the sphericity test
• Inverse Wishart distributions based on singular elliptically contoured distributions
• The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
• Singular value correlation functions for products of Wishart random matrices
• Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• Complex random matrices and Rician channel capacity
• Expectations of functions of complex Wishart matrix
• Singular matrix variate beta distribution
• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• Quadratic Forms on Complex Random Matrices and Multiple-Antenna Systems
• Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss
• Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
• On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
• Asymptotic singular value distributions in information theory
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

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