Expected Values of Scalar-Valued Functions of a Complex Wishart Matrix
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DOI: 10.3390/math11092162
Abstract: The complex Wishart distribution has ample applications in science and engineering. In this paper, we give explicit expressions for E(tr(Wh))g(tr(Wj))i and E(tr(W−h))g(tr(W−j))i, respectively, for particular values of g, h, i, j, g+h+i+j≤5, where W follows… read more here.
Keywords: functions complex; valued functions; complex wishart; expected values ... See more keywords