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.
Authors
- Justyna Wróblewska (ORCID: https://orcid.org/0000-0002-9789-2601)
Institutions
- Krakow University of Economics (PL)
- Akademickie Centrum Komputerowe Cyfronet AGH
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
- Field-Weighted Citation Impact
- 0.00