Some inferences on the distribution of the Demmel condition number of complex Wishart matrices
In recent years, many researchers have studied the distributions of the Demmel (or the scaled) condition numbers (DCN) of complex Wishart matrices. In this paper, several new distributional properties of the distribution of the Demmel condition number of complex Wishart matrices are presented. The limiting distributions of the standardized extreme order statistics are given. Since the truncated distributions arise in practical statistics where the ability of record observations is limited to a given...