Results 171 to 180 of about 2,765,689 (216)

Laplace approximations for hypergeometric functions with Hermitian matrix argument

Journal of Multivariate Analysis, 2022
Ronald W. Butler, Andrew T.A. Wood
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Bayesian Detectors for Wideband Radar Target With Range Walking in Compound Gaussian Clutter

IEEE Transactions on Aerospace and Electronic Systems, 2023
In this article, the problem of the wideband radar target detection with the range walking in compound Gaussian clutter without the secondary data is addressed.
Ling Hong, Fengzhou Dai, Bo Zhang
semanticscholar   +1 more source

Representation computation for the hypergeometric function of a Hermitian matrix argument

Journal of Computational and Applied Mathematics
Duong Thanh Phong
openaire   +2 more sources

Matrix Variate Distributions

The Multivariate Normal Distribution, 1999
PRELIMINARIES Matrix Algebra Jacobians of Transformations Integration Zonal Polynomials Hypergeometric Functions of Matrix Argument LaGuerre Polynomials Generalized Hermite Polynomials Notion of Random Matrix Problems MATRIX VARIATE NORMAL DISTRIBUTION ...
A. Rukhin
semanticscholar   +1 more source

Risk Measures: A Generalization from the Univariate to the Matrix-variate

Journal of Risk, 2019
This paper develops a method for estimating value-at-risk and conditional value-at-risk when the underlying risk factors follow a beta distribution in a univariate and a matrix-variate setting.
M. Arias-Serna, F. Caro-Lopera, Jean-Michel Loubes   +2 more
semanticscholar   +1 more source

Recurrence relations of coefficients of the generalized hypergeometric function in multivariate analysis

, 1999
James(1960) defined the zonal polynomials and used it to represent the joint distributions of latent roots of VVisfiart matrix. The zonal polviionnals played an important role to define the generalized hypergeometric function of symmetric matrix argument
T. Sugiyama, Masafumi Fukuda, Y. Takeda
semanticscholar   +1 more source

Unifying analysis of ergodic MIMO capacity in correlated Rayleigh fading environments

Transactions on Emerging Telecommunications Technologies, 2005
We present a novel mathematical approach that for the first time allows for calculating the moment generating function (MGF) of mutual information of Rayleigh fading MIMO channels with arbitrary fading correlation at transmitter and receiver ...
M. Kießling
semanticscholar   +1 more source

Distributions of the Extreme Eigenvaluesof Beta-Jacobi Random Matrices

SIAM Journal on Matrix Analysis and Applications, 2008
We present explicit formulas for the distributions of the extreme eigenvalues of the $\beta$-Jacobi random matrix ensemble in terms of the hypergeometric function of a matrix argument.
Ioana Dumitriu, Plamen Koev
semanticscholar   +1 more source

Derived PDF of maximum likelihood signal estimator which employs an estimated noise covariance

IEEE Transactions on Signal Processing, 1996
A probability density function (PDF) for the maximum likelihood (ML) signal vector estimator is derived when the estimator relies on a noise sample covariance matrix (SCM) for evaluation.
C. Richmond
semanticscholar   +1 more source

On the asymptotic non-null distributions of the LR criterion in a general manova

, 1974
In this paper we give a unified derivation of asymptotic expansions of the non-null distributions of the likelihood ratio (= LR) criterion in a general MANOVA, when the matrix Ω of noncentrality parameters is 0(1) and Ω = 0(N), respectively, where N ...
Y. Fujikoshi
semanticscholar   +1 more source