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BY 4.0 license Open Access Published by De Gruyter Open Access January 21, 2020

Some Characterizations of the Distribution of the Condition Number of a Complex Gaussian Matrix

  • M. Shakil EMAIL logo and M. Ahsanullah
From the journal Special Matrices

Abstract

The objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizations of the distribution are given by truncated moment, order statistics and upper record values.

MSC 2010: 15A12; 15A52

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Received: 2019-09-21
Accepted: 2019-11-26
Published Online: 2020-01-21

© 2020 M. Shakil et al., published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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