Browsing by Subject "eigenvalues"

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Distribution of the scaled condition number of single-spiked complex wishart matrices

Dissanayake, P; Dharmawansa, P; Chen, Y [Article-Full-text]

Let X 2 Cn m (m n) be a random matrix with independent columns each distributed as complex multivariate Gaussian with zero mean and single-spiked covariance matrix In + uu , where In is the n n identity matrix, u 2 ...
The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses

Dharmawansa, P; Dissanayake, P; Chen, Y [Article-Full-text]

Let W 2 Cn n be a single-spiked Wishart matrix in the class W CWn(m; In + vvy) with m n, where In is the n n identity matrix, v 2 Cn 1 is an arbitrary vector with unit Euclidean norm, 0 is a non-random parameter, ...

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