Expectations of functions of complex Wishart matrix (Q629870)
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scientific article; zbMATH DE number 5864141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectations of functions of complex Wishart matrix |
scientific article; zbMATH DE number 5864141 |
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Expectations of functions of complex Wishart matrix (English)
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10 March 2011
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Bartlett's decomposition
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complex random matrix
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Jacobian
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moments
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complex multivariate gamma function
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transformation
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Wishart distribution
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0.91809124
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0.8972756
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0.88677955
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0.8852988
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0.88462937
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0.8838787
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0.88257146
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0.8807736
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