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Calculation of moments of complex Wishart and complex inverse Wishart distributed matrices

โœ Scribed by Maiwald, D.; Kraus, D.


Book ID
118683706
Publisher
The Institution of Electrical Engineers
Year
2000
Tongue
English
Weight
510 KB
Volume
147
Category
Article
ISSN
1350-2395

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An algorithm is proposed and notions defined to determine the minimal sets of all possible higher order moments and cumulants of a random vector or a random matrix. The main attention has been paid to the case of symmetric matrices. Using the introduced notions, cumulants of arbitrary order for the