| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548751 | Statistics & Probability Letters | 2018 | 9 Pages |
Abstract
We study the singular values of certain triangular random matrices. When their elements are i.i.d. standard complex Gaussian random variables, the squares of the singular values form a biorthogonal ensemble, and with an appropriate change in the distribution of the diagonal elements, they give the biorthogonal Laguerre ensemble.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dimitris Cheliotis,