Expected Values of Scalar-Valued Functions of a Complex Wishart Matrix

The complex Wishart distribution has ample applications in science and engineering. In this paper, we give explicit expressions for <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>E</mi><mfenced separators="" open="[" close="]"><msup><mrow><mo>(...

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Principais autores:	Daya K. Nagar, Alejandro Roldán-Correa, Saralees Nadarajah
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2023-05-01
Serija:	Mathematics
Teme:	complex matrix moments multivariate gamma function random matrix trace zonal polynomials
Online dostop:	https://www.mdpi.com/2227-7390/11/9/2162
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