Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices.
K. D. Prathapasinghe DharmawansaMatthew R. McKayPublished in: J. Multivar. Anal. (2011)
Keyphrases
- positive definite
- covariance matrix
- covariance matrices
- high level
- higher level
- correlation matrix
- gamma distributions
- random variables
- heavy tailed
- independent and identically distributed
- image restoration
- complex data
- support vector machine
- real world
- statistically independent
- perturbation theory
- eigenvalue problems