Eigenvalues and condition numbers of complex random matrices

SIAM Journal on Matrix Analysis and Applications

Volumn 26, Issue 2, 2005, Pages 441-456

  Ratnarajah, T ^a   Vaillancourt, R ^a,b   Alvo, M ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

^b QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

Author keywords

Complex random matrix; Complex wishart matrix; Complex zonal polynomials; Condition number distribution; Eigenvalue distribution

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; FUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; NUMERICAL ANALYSIS; POLYNOMIALS;

COMPLEX RANDOM MATRIX; COMPLEX WISHART MATRIX; COMPLEX ZONAL POLYNOMIALS; CONDITION NUMBER DISTRIBUTION; EIGENVALUE DISTRIBUTION;

RANDOM PROCESSES;

EID: 17444430326     PISSN: 08954798     EISSN: None     Source Type: Journal    
DOI: 10.1137/S089547980342204X     Document Type: Article

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