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...
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Bibliographic Details
| Main Authors: |
Simon, S,
Moustakas, A |
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| Format: | Journal article
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| Language: | English |
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| Published: |
2004
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