Eigenvalue Density of Correlated Complex Random Wishart Matrices


Steve H. Simon    Aris L. Moustakas


Abstract: Using a character expansion method, we calculate exactly the eigenvalue density of random matrices of the form M'M where M is a complex matrix drawn from a normalized distribution P(M)\propto exp(trace(AMBM')) with A and B positive definite (square) matrices of arbitrary dimensions and "'" represents Hermitian conjugation. Such so-called "correlated Wishart matrices" occur in many fields ranging from information theory to multivariate analysis.

Status: Bell Labs Technical Memo, 2004

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Bert Hochwald<hochwald@lucent.com>