Unitary invariant and residual independent matrix distributions

AUTOR(ES)
FONTE

Computational & Applied Mathematics

DATA DE PUBLICAÇÃO

2009

RESUMO

Define Z13 = A½Y(A½)H (A and Y are independent) and Z15 = B½Y(B½)H (B and Y are independent), where Y, A and B follow inverted complex Wishart, complex beta type I and complex beta type II distributions, respectively. In this article several properties including expected values of scalar and matrix valued functions of Z13 and Z15 are derived.

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