Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix-Reference-Cited by-同舟云学术

Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix

Published:2020-01-21 Issue:1 Volume:8 Page:22-35
ISSN:2300-7451
Container-title:Special Matrices
language:
Short-container-title:

Author:

Shakil M.¹,Ahsanullah M.²

Affiliation:

1. Miami Dade College, Hialeah, FL 33012, USA

2. Rider University, Lawrenceville, NJ 08648, USA

Abstract

AbstractThe objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizations of the distribution are given by truncated moment, order statistics and upper record values.

Publisher

Walter de Gruyter GmbH

Subject

Geometry and Topology,Algebra and Number Theory

Link

https://www.degruyter.com/document/doi/10.1515/spma-2020-0004/pdf

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