Exact Distributions of a Few Arbitrary Roots of Some Complex Random Matrices.

Abstract

In this paper, the authors derived expressions for the joint probability density of any few unordered roots of a class of noncentral complex random matrices. This class includes A-matrix which is of interest to physicists, Wishart matrix, MANOVA matrix and canonical correlation matrix. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1971
Accession Number
AD0726594

Entities

People

  • Paruchuri R. Krishnaiah
  • T. C. Chang
  • V. B. Waikar

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Algebra
  • Linear Algebra
  • Mathematics
  • Probability
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.
  • Theoretical Analysis.