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• W3103809281 abstract "We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant operator. Specifically, we derive compact expressions for the joint probability distribution function of the eigenvalues and the expectation of functions of the eigenvalues, including joint moments, for the case of both ordered and unordered eigenvalues." @default.
• W3103809281 created "2020-11-23" @default.
• W3103809281 creator A5009853604 @default.
• W3103809281 creator A5072538865 @default.
• W3103809281 date "2019-12-12" @default.
• W3103809281 modified "2023-09-24" @default.
• W3103809281 title "On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices" @default.
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• W3103809281 doi "https://doi.org/10.1142/s2010326320400043" @default.
• W3103809281 hasPublicationYear "2019" @default.
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