Complex singular wishart matrices and applications

  • Authors:
  • T. Ratnarajah;R. Vaillancourt

  • Affiliations:
  • -;-

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2005

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Abstract

In this paper, complex singular Wishart matrices and their applications to information theory are investigated. In particular, a volume element on the space of positive semidefinite m x m Hermitian matrices of rank n