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...

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Bibliographic Details
Main Authors: Shakil M., Ahsanullah M.
Format: Article
Language:English
Published: De Gruyter 2020-01-01
Series:Special Matrices
Subjects:
Online Access:https://doi.org/10.1515/spma-2020-0004
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spelling doaj-a14e23cee267420794a62ce00a8cc21b2021-10-02T19:10:40ZengDe GruyterSpecial Matrices2300-74512020-01-0181223510.1515/spma-2020-0004spma-2020-0004Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian MatrixShakil M.0Ahsanullah M.1Miami Dade College, Hialeah, FL 33012, USARider University, Lawrenceville, NJ 08648, USAThe 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.https://doi.org/10.1515/spma-2020-0004characterizationcondition numbergaussian matricesorder statisticstruncated first momentupper record values15a1215a52
collection DOAJ
language English
format Article
sources DOAJ
author Shakil M.
Ahsanullah M.
spellingShingle Shakil M.
Ahsanullah M.
Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
Special Matrices
characterization
condition number
gaussian matrices
order statistics
truncated first moment
upper record values
15a12
15a52
author_facet Shakil M.
Ahsanullah M.
author_sort Shakil M.
title Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
title_short Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
title_full Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
title_fullStr Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
title_full_unstemmed Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
title_sort some characterizations of the distribution of the condition number of a complex gaussian matrix
publisher De Gruyter
series Special Matrices
issn 2300-7451
publishDate 2020-01-01
description 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.
topic characterization
condition number
gaussian matrices
order statistics
truncated first moment
upper record values
15a12
15a52
url https://doi.org/10.1515/spma-2020-0004
work_keys_str_mv AT shakilm somecharacterizationsofthedistributionoftheconditionnumberofacomplexgaussianmatrix
AT ahsanullahm somecharacterizationsofthedistributionoftheconditionnumberofacomplexgaussianmatrix
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