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Complex inverse Wishart distribution

The complex inverse Wishart distribution is a matrix probability distribution defined on complex-valued positive-definite matrices and is the complex analog of the real inverse Wishart distribution. The complex Wishart distribution was extensively investigated by Goodman while the derivation of the inverse is shown by Shaman and others. It has greatest application in least squares optimization theory applied to complex valued data samples in digital radio communications systems, often related to Fourier Domain complex filtering. Letting be the sample covariance of independent complex p-vectors whose Hermitian covariance has complex Wishart distribution with mean value degrees of freedom, then the pdf of follows the complex inverse Wishart distribution. (Wikipedia).

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Ex 1: Find the Inverse of a Function

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From playlist Complex Analysis

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From playlist 2017 - T3 - Analysis in Quantum Information Theory - CEB Trimester

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Ex 2: Find the Inverse of a Function

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From playlist Determining Inverse Functions

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From playlist Inverse Trigonometric Functions

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From playlist 2017 - T3 - Analysis in Quantum Information Theory - CEB Trimester

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From playlist Top Eigenvalue of a Random Matrix: A tale of tails - Satya Majumdar

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From playlist Differentiation

Related pages

Complex Wishart distribution | Multivariate gamma function | Degrees of freedom (statistics) | Trace (linear algebra) | Matrix (mathematics) | Probability distribution