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Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections
Moreno-Pozas, Laureano; Morales-Jiménez, David; Mckay, Matthew R. (Elsevier, 2019-10)Let W1 and W2 be independent complex central Wishart matrices with m1 and m2 degrees of freedom respectively. This paper is concerned with the extreme eigenvalue distributions of double-Wishart matrices (W1+W2)^-1 W1, which ... -
Largest eigenvalue distribution of noncircularly symmetric Wishart-type matrices with application to Hoyt-faded MIMO communications
Moreno-Pozas, Laureano; Morales-Jimenez, David; Mckay, Matthew R.; Martos-Naya, Eduardo (Institute of Electrical and Electronics Engineers, 2018-03)This paper is concerned with the largest eigenvalue of the Wishart-type random matrix W = XX† (or W = X†X), where X is a complex Gaussian matrix with unequal variances in the real and imaginary parts of its entries, i.e., ...