International Journal of Statistics and Systems
Open Access
  • Year: 2007
  • Volume: 2
  • Issue: 1

Product of independent complex wishart matrices

  • Author:
  • Arjun K. Gupta1, Daya K. Nagar2
  • Total Page Count: 15
  • Page Number: 59 to 73

1Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403-0221, USA

2Departamento de Matemáticas Universidad de Antioquia, Calle 67, No. 53–108, Medellín, Colombia.

Abstract

Define where X1 and X2 are independent, i = 1, 2. In this article several properties including marginal distribution, distribution of the determinant, and expected values of scalar and matrix valued functions of Z are derived.

Keywords

Bessel function, complex beta distribution, complex random matrix, unitary invariant, Wishart distribution, zonal polynomial