Complex singular Wishart matrices and applications

DOI10.1016/j.camwa.2005.04.009zbMath1088.15013OpenAlexW1984381276MaRDI QIDQ814312

Rémi Vaillancourt, Tharmalingam Ratnarajah

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

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) Channel models (including quantum) in information and communication theory (94A40) Coding theorems (Shannon theory) (94A24)

Related Items (13)

Inverse Wishart distributions based on singular elliptically contoured distributions ⋮ Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument ⋮ Algorithm for the product of Jack polynomials and its application to the sphericity test ⋮ Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ On the singular gamma, Wishart, and beta matrix‐variate density functions ⋮ Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions ⋮ The Tracy-Widom limit for the largest eigenvalues of singular complex Wishart matrices ⋮ DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA ⋮ Singular matrix variate beta distribution ⋮ Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss ⋮ Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix ⋮ The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix ⋮ Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss

Cites Work

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