Unitary invariant and residual independent matrix distributions
Define Z13 = A½Y(A½)H (A and Y are independent) and Z15 = B½Y(B½)H (B and Y are independent), where Y, A and B follow inverted complex Wishart, complex beta type I and complex beta type II distributions, respectively. In this article several properties including expected values of scalar and matrix valued functions of Z13 and Z15 are derived.
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| Main Authors: | , , |
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| Format: | Digital revista |
| Language: | English |
| Published: |
Sociedade Brasileira de Matemática Aplicada e Computacional
2009
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100004 |
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| Summary: | Define Z13 = A½Y(A½)H (A and Y are independent) and Z15 = B½Y(B½)H (B and Y are independent), where Y, A and B follow inverted complex Wishart, complex beta type I and complex beta type II distributions, respectively. In this article several properties including expected values of scalar and matrix valued functions of Z13 and Z15 are derived. |
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