Showing papers by "Rameshwar D. Gupta published in 2016"
01 Jan 2016
TL;DR: In this paper, the orthogonal invariant and residual independent matrix (ORIARIM) distributions for positive definite random matrices have been studied and some special distributions useful to signal detection are given to point put the importance of this class C.
Abstract: SUMMARY. Let X and Y be independent positive definite random matrices and let their distributions belong to the class C of the orthogonal invariant and residual independent matrix (ORIARIM) distributions. Let T be any square root of Y in the sense Y = TTf for the real random matrix Y (or Y = TT* for the complex random matrix Y with T* being a conjugate transpose of T). Then, the distribution of TxT' (or TXT*) is Oriarim and belongs to C. Some special distributions useful to signal detection are given to point put the importance of this class C.
2 citations