Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
The objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizati...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2020-01-01
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| Series: | Special Matrices |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/spma-2020-0004 |
| Summary: | The objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizations of the distribution are given by truncated moment, order statistics and upper record values. |
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| ISSN: | 2300-7451 |