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Some inferences on the distribution of the Demmel condition number of complex Wishart matrices

M. ShakilM. Ahsanullah — 2017

Special 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...

Characterizations of the distribution of the Demmel condition number of real Wishart matrices

M. ShakilM. Ahsanullah — 2016

Special Matrices

The Demmel condition number is an indicator of the matrix condition, and its properties have recently found applications in many practical problems, such as in MIMO communication systems, in the analytical prediction of level-crossing and fade duration statistics of Rayleigh channels, and in spectrum sensing for cognitive radio systems, among others. As the characterizations of a probability distribution play an important role in probability and statistics, in this paper we study the characterizations...

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