AbstractThe objective of this paper is to characterize the distribution of the condition number of a complex Gaussian matrix. Several new distributional properties of the distribution of the condition number of a complex Gaussian matrix are given. Based on such distributional properties, some characterizations of the distribution are given by truncated moment, order statistics and upper record values.
Publisher's Note: Phase transitions in the condition-number distribution of Gaussian random matrices [Phys. Rev. E
90
, 050103(R) (2014)]