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Wishart eigenvalues- is there an expression or approximation

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gama

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Wishart eigenvalues

Hi, all,

Let's consider A=UB, where B is Wishart (and Hermitian) with eigenvalues \[\lambda_i\], and U is diagonal and invertible, all are nxn squared matrix.
Do we have any expression or approximation for the eigenalues \[\alpha_i\] of matrix A by \[\lambda_i\]?

Best Regards,
gama
 
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