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Distribution of Diagonal Elements of a General Central Complex Wishart Matrix

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2 Author(s)
Ermolova, N.Y. ; Dept. of Commun. & Networking, Aalto Univ., Aalto, Finland ; Tirkkonen, O.

We consider a general central complex Wishart matrix derived from non-circular complex Gaussian vectors. We present a technique for evaluation of the probability density, cumulative distribution, and moment generating functions of the joint distribution of the diagonal elements of the Wishart matrix. We give examples of application of the obtained results.

Published in:

Communications Letters, IEEE  (Volume:16 ,  Issue: 9 )