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Distribution of the Ratio of the Largest Eigenvalue to the Trace of Complex Wishart Matrices.

Ayse KortunMathini SellathuraiTharmalingam RatnarajahCaijun Zhong
Published in: IEEE Trans. Signal Process. (2012)
Keyphrases
  • positive definite
  • real world
  • least squares
  • random variables
  • covariance matrix
  • complex data
  • power law
  • data distribution
  • database
  • neural network
  • case study
  • complex systems
  • perturbation theory