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 Joint Singular Value Distribution of Two Correlated Rectangular Gaussian Matrices and Its Application


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Let $\mathbf{H}=h {ij}$ and $\mathbf{G}=g {ij}$ be two $m\times n$, $m\leq n$, random matrices, each with i.i.d complex zero-mean unit-variance Gaussian entries, with correlation between any two elements given by $\mathbb{E}h {ij}g {pq}^\star= ho \delta {ip}\delta {jq}$ such that $| ho|



Autor: Shuangquan Wang; Ali Abdi

Fuente: https://archive.org/







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