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Abstract

In this paper, we extend the concept of a matrix angular central Gaussian (MACG) distribution to the complex domain. First, we consider a normally distributed random complex matrix (Z) and demonstrate that its orientation exhibits a complex MACG (CMACG) distribution. We then discuss the distribution of the orientation of the linear transformation of the random matrix, the orientation of which has a CMACG distribution. Finally, we examine the family of distributions that leads to the CMACG distribution.
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Authors and Affiliations

Justyna Wróblewska
1

  1. Krakow University of Economics, Department of Econometrics and Operational Research, Poland

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