On the distribution of the latent roots of a complex wishart matrix (non-central case)

Bronk, B. V. (1965). Exponential ensemble for random matrices,Jour. Math. Physics,6, 228–237. Constantine, A. G. (1965). The distribution of Hotelling's generalizedT 20 ,Ann. Math. Statist.,37, 215–225. Goodman, N. R. (1963). Statistical analysis based on a certain multivariate complex Gaussian distribution, (an introduction),Ann. Math. Statist.,34, 152–176. Erdelyi, Arthoret al. (1953).Higher Transcendental Functions 2, Ch. 10, McGraw-Hill, New York. Hayakawa, T. (1967). On the distribution of the maximum latent root of a positive definite symmetric random matrix,Ann. Inst. Statist., Tokyo,19, 1–17; Errata (1969). Hayakawa, T. (1969). On the distribution of the latent roots of a positive definite random matrix I,Ann. Inst. Statist Math., Tokyo,21, 1–21. James, A. T. (1964). Distributions of matrix variates and latent roots derived from normal samples,Ann. Math. Statist.,35, 475–501. Khatri, C. G. (1965). Classical statistical analysis based on a certain multivariate complex Gaussian distribution,Ann. Math. Statist.,36, 98–114. Khatri, C. G. (1966). On the distribution problems based on positive definite quadratic functions in normal vectors,Ann. Math. Statist.,37, 468–479.