Unitary invariant and residual independent matrix distributions
AUTOR(ES)
Gupta, Arjun K., Nagar, Daya K., Vélez-Carvajal, Astrid M.
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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