2009
DOI: 10.1590/s0101-82052009000100004
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Unitary invariant and residual independent matrix distributions

Abstract: Mathematical subject classification: Primary: 62E15; Secondary: 62H99.

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Cited by 7 publications
(7 citation statements)
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References 12 publications
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“…, ψ m , we obtain (39). • For m > n, the distribution of the eigenvalues of H 0 H 0 H is given by (16):…”
Section: Appendix G Proof Of Propositionmentioning
confidence: 99%
See 1 more Smart Citation
“…, ψ m , we obtain (39). • For m > n, the distribution of the eigenvalues of H 0 H 0 H is given by (16):…”
Section: Appendix G Proof Of Propositionmentioning
confidence: 99%
“…[11]. When Θ 1 and Θ 2 are both scalar matrices, W is unitarily invariant and has a Beta type II distribution [16]. Specifically, when Θ 1 Θ −1 2 = ωI, the distribution of its ordered eigenvalues is given by…”
Section: B Matrix-variate Distributionsmentioning
confidence: 99%
“…It is known that the marginal distribution of this L × L upperleft block is itself inverse-Wishart distributed, with reduced degrees of freedom compared to the full matrix [23], i.e.,…”
Section: Appendix a Proof Of Theoremmentioning
confidence: 99%
“…It is easy to see that vec(ΔH T sr ) ∼ CN (0 MR×NS , Σ sr ⊗ Ψ T sr ) based on which ΔH sr is said to have a matrix-variate complex Gaussian distribution, which can be written as [7] ΔH sr ∼ CN MR,…”
Section: Problem Formulationmentioning
confidence: 99%
“…For the inner expectation, due to the fact that the distribution of ΔH sr is matrix-variate complex Gaussian with zero mean, the following equation holds [7] …”
Section: A Mse Averaged Over Channel Uncertaintiesmentioning
confidence: 99%