论文标题
关于某些有限尺寸随机矩阵的特征值的任意子集的分布
On the Distribution of an Arbitrary Subset of the Eigenvalues for some Finite Dimensional Random Matrices
论文作者
论文摘要
我们使用Tensor伪确定的操作员，关于复杂的Wishart，Double Wishart和Gaussian Hermitian随机矩阵的有序特征值的任意子集的联合分布提出了一些新结果。具体而言，我们在特征值的联合概率分布函数中得出紧凑型表达式，以及特征值（包括关节矩）的功能的期望，包括有序和无序的特征值。
We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant operator. Specifically, we derive compact expressions for the joint probability distribution function of the eigenvalues and the expectation of functions of the eigenvalues, including joint moments, for the case of both ordered and unordered eigenvalues.
