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math.PR2021
The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses
Prathapasinghe Dharmawansa, Pasan Dissanayake, Yang Chen
Let be a {\it single-spiked} Wishart matrix in the class with…
math.PR2021
Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices
Pasan Dissanayake, Prathapasinghe Dharmawansa, Yang Chen
Let () be a random matrix with independent columns each distributed as complex multivariate Gaussian with zero mean and {\it single-s…