Imagine we have an $m$-Frame in $\mathbb{C}^n$ uniformly distributed on the stiefel manifold. That is: $\mathbf{U}\in\mathbb{C}^{n\times m}$, $m<n$ and $\mathbf{U}^H\mathbf{U}=I$ and $U$ has a Haar Measure. Also assume $\mathbf{T}\in\mathbb{C}^{n\times p}$, $p<m<n$ is a deterministic and known matrix. I wonder what the distribution of $\mathbf{T}^H\mathbf{U}\mathbf{U}^H\mathbf{T}$ is? For large $m$, $n$ and $m=o(\sqrt{n})$, this is known to be Wishart, $W_P(T^HT,m)$. But I'm interested in the answer for small values of $m$ and $n$.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.