Eigenvalue distributions for some correlated complex sample covariance matrices (Q5308771)
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scientific article; zbMATH DE number 5198226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalue distributions for some correlated complex sample covariance matrices |
scientific article; zbMATH DE number 5198226 |
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Eigenvalue distributions for some correlated complex sample covariance matrices (English)
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8 October 2007
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probability density distribution
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multivariate Gaussian distribution
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covariance matrix
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