ListarIC - Artículos por tema "Eigenvalues and eigenfunctions"
Mostrando ítems 1-3 de 3
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A new Approach to the Statistical Analysis of Non-Central Complex Gaussian Quadratic Forms With Applications
(Institute of Electrical and Electronics Engineers, 2019-07)This paper proposes a novel approach to the statistical characterization of non-central complex Gaussian quadratic forms (CGQFs). Its key strategy is the generation of an auxiliary random variable that replaces the original ... -
Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections
(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
(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., ...