Accession Number:

AD0726594

Title:

Exact Distributions of a Few Arbitrary Roots of Some Complex Random Matrices.

Descriptive Note:

Final rept.,

Corporate Author:

AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Report Date:

1971-02-01

Pagination or Media Count:

18.0

Abstract:

In this paper, the authors derived expressions for the joint probability density of any few unordered roots of a class of noncentral complex random matrices. This class includes A-matrix which is of interest to physicists, Wishart matrix, MANOVA matrix and canonical correlation matrix. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE