Eigenvalue density of correlated complex random Wishart matrices.
Using a character expansion method, we calculate exactly the eigenvalue density of random matrices of the form M dagger M where M is a complex matrix drawn from a normalized distribution P(M) approximately exp(-Tr [AMB M dagger]) with A and B positive definite (square) matrices of arbitrary dimensio...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2004
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