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On Marginal Distributions of the Ordered Eigenvalues of Certain Random Matrices

This paper presents a general expression for the marginal distributions of the ordered eigenvalues of certain important random matrices. The expression, given in terms of matrix determinants, is compacter in representation and more efficient in computational complexity than existing results in the l...

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Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awduron: Haochuan Zhang, Shi Jin, Xin Zhang, Dacheng Yang
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: SpringerOpen 2010-01-01
Cyfres:EURASIP Journal on Advances in Signal Processing
Mynediad Ar-lein:http://dx.doi.org/10.1155/2010/957243
Tagiau: Ychwanegu Tag
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