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Unitary invariant and residual independent matrix distributionsKeywords: beta distribution , inverted complex Wishart , complex random matrix , Gauss hypergeometric function , residual independent , unitary invariant , zonal polynomial Abstract: Define Z13 = A Y(A )H (A and Y are independent) and Z15 = B Y(B )H (B and Y are independent), where Y, A and B follow inverted complex Wishart, complex beta type I and complex beta type II distributions, respectively. In this article several properties including expected values of scalar and matrix valued functions of Z13 and Z15 are derived.
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