Complex Random Matrices and Applications∗
نویسندگان
چکیده
The eigenvalue and condition number distributions of complexWishart matrices are investigated and applied to open problems in information theory.
منابع مشابه
On moments of complex Wishart and complex inverse Wishart distributed matrices
This paper addresses the calculation of moments of complex Wishart and complex inverse Wishart distributed random matrices. Complex Wishart and complex inverse Wishart distributed random matrices are used in applications like radar, sonar, or seismics in order to model the statistical properties of complex sample covariance matrices and complex inverse sample covariance matrices, respectively. ...
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متن کاملSeveral Applications of the Moment Method in Band Random Matrix Model
Random matrix theory (RMT) has wide applications in various areas of science. It can be traced back to sample covariance matrices studied by J. Wishart in data analysis in 1920s1930s. In 1951, E. Wigner associated the energy levels of heavy-nuclei atoms with Hermitian matrices with i.i.d entries. To simplify the complex Hamiltonians of heavy-nuclei atoms, Wigner introduced the ensemble of real ...
متن کاملSeveral Applications of the Moment Method in Band Random Matrix Model
Random matrix theory (RMT) has wide applications in various areas of science. It can be traced back to sample covariance matrices studied by J. Wishart in data analysis in 1920s1930s. In 1951, E. Wigner associated the energy levels of heavy-nuclei atoms with Hermitian matrices with i.i.d entries. To simplify the complex Hamiltonians of heavy-nuclei atoms, Wigner introduced the ensemble of real ...
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تاریخ انتشار 2005