Unitary invariant and residual independent matrix distributions
Arjun K. Gupta, Daya Krishna Nagar, Astrid Marissa Velez-Carvajal · Computational and Applied Mathematics · 2009
Define Z13 = A½Y(A½)H (A and Y are independent) and Z15 = B½Y(B½)H (B and Y are independent), where Y, A and B follow inverted complex Wishart, complex beta type I and complex beta type II distributions, respectively. In this article several properties including expected values of scalar and matrix valued functions of Z13 and Z15 are derived.