Exact Distributions of a Few Arbitrary Roots of Some Complex Random Matrices.
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO
Pagination or Media Count:
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
- Statistics and Probability