One-Sided Product-Scale Upper Bounds for Nested Complex Wishart Extremes

Xiufan Yang

I study the largest eigenvalue \(Λ_j\) of \(X^{(j)}(X^{(j)})^*\), where \(X^{(j)}\) is the \(M_j\times j\) northwest rectangle of one infinite complex Gaussian array. For two upper…