Complex Wishart matrices are a class of random matrices with numerous emerging applications. In particular, the statistical characterization of such class of random matrices is essential for solving problems in various fields, including statistics, finance, physics and engineering. This paper establishes a new way to solve such problems based on the statistical moments and correlation of the minors. The first two minors’ moments and correlation for noncentral complex Wishart matrices are derived as a function of size and degrees of freedom, as well as of covariance and noncentrality matrices. As a case study, the findings are applied to the statistical characterization of the capacity of wireless multiple-input–multiple-output systems.

中文翻译：

---

非中心复数 Wishart 矩阵：次要矩和相关性

复杂 Wishart 矩阵是一类具有众多新兴应用的随机矩阵。特别是，这类随机矩阵的统计表征对于解决包括统计、金融、物理和工程在内的各个领域的问题至关重要。本文基于未成年人的统计矩和相关性建立了解决此类问题的新方法。非中心复数 Wishart 矩阵的前两个次要矩和相关性是作为大小和自由度以及协方差和非中心矩阵的函数导出的。作为一个案例研究，研究结果应用于无线多输入多输出系统容量的统计表征。