A Note on Some Extensions of the Matrix Angular Central Gaussian Distribution

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 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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Publication Details

Journal
Central European Journal of Economic Modelling and Econometrics
Published
2025-10-09
DOI
https://doi.org/10.24425/cejeme.2025.156674
Citations
1
Primary Topic
Statistical and numerical algorithms
Type
article
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article

A Note on Some Extensions of the Matrix Angular Central Gaussian Distribution

Justyna Wróblewska
1 citations
Central European Journal of Economic Modelling and Econometrics
Statistical and numerical algorithms
article

A Note on Some Extensions of the Matrix Angular Central Gaussian Distribution

Justyna Wróblewska
article en
1 citations

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 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.

Central European Journal of Economic Modelling and Econometrics
Krakow University of Economics (PL), Akademickie Centrum Komputerowe Cyfronet AGH
Openalex Percentile: Top 100%
Statistical and numerical algorithms
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