Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix
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AbstractThe 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.
2016 ◽
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2016 ◽
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