论文标题
矩阵角中央高斯分布的某些扩展的注释
A note on some extensions of the matrix angular central Gaussian distribution
论文作者
论文摘要
本文将基质角中央分布(MACG)的概念扩展到复杂情况。我们首先考虑正态分布的随机复杂矩阵($ z $),并显示为方向($ h_z = z(z'z)^{ - 1} $)具有复杂的MACG(CMACG)分布。然后,我们讨论随机矩阵的线性变换的方向分布,该矩阵的方向分布具有CMACG分布。最后,我们讨论导致CMACG分布的分布家族。
This paper extends the notion of the matrix angular central distribution (MACG) to the complex case. We start by considering the normally distributed random complex matrix ($Z$) and show that is the orientation ($H_Z=Z(Z'Z)^{-1}$) has complex MACG (CMACG) distribution. Then we discuss the distribution of the orientation of the linear transformation of the random matrix which orientation part has CMACG distribution. Finally, we discuss the family of distributions which lead to the CMACG distribution.