Unitary invariant and residual independent matrix distributions

Detalhes bibliográficos
Autor(a) principal: Gupta,Arjun K.
Data de Publicação: 2009
Outros Autores: Nagar,Daya K., Vélez-Carvajal,Astrid M.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Computational & Applied Mathematics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100004
Resumo: 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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spelling Unitary invariant and residual independent matrix distributionsbeta distributioninverted complex Wishartcomplex random matrixGauss hypergeometric functionresidual independentunitary invariantzonal polynomialDefine 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.Sociedade Brasileira de Matemática Aplicada e Computacional2009-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100004Computational & Applied Mathematics v.28 n.1 2009reponame:Computational & Applied Mathematicsinstname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)instacron:SBMAC10.1590/S0101-82052009000100004info:eu-repo/semantics/openAccessGupta,Arjun K.Nagar,Daya K.Vélez-Carvajal,Astrid M.eng2009-03-30T00:00:00Zoai:scielo:S1807-03022009000100004Revistahttps://www.scielo.br/j/cam/ONGhttps://old.scielo.br/oai/scielo-oai.php||sbmac@sbmac.org.br1807-03022238-3603opendoar:2009-03-30T00:00Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)false
dc.title.none.fl_str_mv Unitary invariant and residual independent matrix distributions
title Unitary invariant and residual independent matrix distributions
spellingShingle Unitary invariant and residual independent matrix distributions
Gupta,Arjun K.
beta distribution
inverted complex Wishart
complex random matrix
Gauss hypergeometric function
residual independent
unitary invariant
zonal polynomial
title_short Unitary invariant and residual independent matrix distributions
title_full Unitary invariant and residual independent matrix distributions
title_fullStr Unitary invariant and residual independent matrix distributions
title_full_unstemmed Unitary invariant and residual independent matrix distributions
title_sort Unitary invariant and residual independent matrix distributions
author Gupta,Arjun K.
author_facet Gupta,Arjun K.
Nagar,Daya K.
Vélez-Carvajal,Astrid M.
author_role author
author2 Nagar,Daya K.
Vélez-Carvajal,Astrid M.
author2_role author
author
dc.contributor.author.fl_str_mv Gupta,Arjun K.
Nagar,Daya K.
Vélez-Carvajal,Astrid M.
dc.subject.por.fl_str_mv beta distribution
inverted complex Wishart
complex random matrix
Gauss hypergeometric function
residual independent
unitary invariant
zonal polynomial
topic beta distribution
inverted complex Wishart
complex random matrix
Gauss hypergeometric function
residual independent
unitary invariant
zonal polynomial
description 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.
publishDate 2009
dc.date.none.fl_str_mv 2009-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100004
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022009000100004
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S0101-82052009000100004
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
dc.source.none.fl_str_mv Computational & Applied Mathematics v.28 n.1 2009
reponame:Computational & Applied Mathematics
instname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
instacron:SBMAC
instname_str Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
instacron_str SBMAC
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reponame_str Computational & Applied Mathematics
collection Computational & Applied Mathematics
repository.name.fl_str_mv Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
repository.mail.fl_str_mv ||sbmac@sbmac.org.br
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