An Asymptotic Expansion for the Noncentral Wishart Distribution
نویسندگان
چکیده
منابع مشابه
Complex Noncentral Wishart
This paper derives new simplified analytical cumulative density functions for the eigenvalues of complex noncentral Wishart matrix of size 2 × 2. Such distributions are often encountered in Multiple Input Multiple Output (MIMO) Ricean channels. The results derived herein are general for any arbitrary non-centrality matrix, and they account the cases having identical or non-identical eigenvalues...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1970
ISSN: 0003-4851
DOI: 10.1214/aoms/1177696814