Complex random matrices and Rician channel capacity
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Signal Processing
On analytical derivations of the condition number distributions of dual non-central Wishart matrices
IEEE Transactions on Wireless Communications
Complex singular wishart matrices and applications
Computers & Mathematics with Applications
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ISIT'09 Proceedings of the 2009 IEEE international conference on Symposium on Information Theory - Volume 2
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IEEE Transactions on Signal Processing
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ICC'09 Proceedings of the 2009 IEEE international conference on Communications
On the condition number distribution of complex wishart matrices
IEEE Transactions on Communications
IEEE Transactions on Information Theory
Journal of Multivariate Analysis
EURASIP Journal on Wireless Communications and Networking
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In this paper, the distributions of the largest and smallest eigenvalues of complex Wishart matrices and the condition number of complex Gaussian random matrices are derived. These distributions are represented by complex hypergeometric functions of matrix arguments, which can be expressed in terms of complex zonal polynomials. Several results are derived on complex hypergeometric functions and complex zonal polynomials and are used to evaluate these distributions. Finally, applications of these distributions in numerical analysis and statistical hypothesis testing are mentioned.