Distribution of the smallest eigenvalue of complex central semi-correlated Wishart matrices.

Fangfang Niu Haochuan Zhang Hongwen Yang Dacheng Yang

Published in: ISIT (2008)

Keyphrases

positive definite
probability distribution
least squares
covariance matrix
real world
case study
sufficient conditions
power law
complex data
complex systems
high level
genetic algorithm
higher level
database
relational databases
singular values
perturbation theory