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Relation between Gram matrix distributions

  1. Nov 23, 2015 #1
    Hello,

    Assume that H is a n \times m matrix with i.i.d. complex Gaussian entries each with zero mean and variance \sigma. Also, let n>=m. I ' m interested in finding the relation between the distribution of HHH and HHH, where H stands for the Hermittian transposition. I anticipate that both follow the complex wishart distribution with the same parameters (since they share the same nonzero eigenvalues), but I m not sure about this.

    Any ideas ? Thanks in advance..
     
  2. jcsd
  3. Nov 28, 2015 #2
    Thanks for the post! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post?
     
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