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Science Forum Index » Statistics - Math Forum » Product of two random matrices
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| swimmer |
 Posted: Wed Jan 03, 2007 5:43 am |
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Guest
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Hi
If you have a zero-mean matrix H with complex and Gaussian iid entries, then W=HH* is complex Wishart distributed and the distribution of its eigenvalues are known.
But, I have two matrices H and G, with complex and Gaussian iid entries (and mutually iid) and form the matrix F=HG*. Is the distribution of the matrix Q=FF* or the distribution of Q's eigenvales known?
Thanks!
/Swimmer |
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