Extreme Eigenvalue Distributions of Some Complex Correlated Non-Central Wishart and Gamma-Wishart Random Matrices

Prathapasinghe Dharmawansa, Matthew R. McKay

Let $\mathbf{W}$ be a correlated complex non-central Wishart matrix defined through $\mathbf{W}={\mathbf{X}}^H\mathbf{X}$, where $\mathbf{X}$ is $n\times m(n\ge m)$ complex Gaus…