# Marginal PDF of the eigen values of a Wishart matrix?

Posted 2 months ago
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 Hello,The elements of a matrix H are Gaussian with 0 mean and unit variance. The Matrix W = H H[ConjugateTranspose] is a Wishart Matrix. I am trying to find the margin PDF of the eigen values of this Wishart Matrix. The size of the matrix is a variable. I would like to start small with 2 * 2 and slowly move up till 32 * 32.In the Wolfram example RandomVariate[WishartMatrixDistribution[10, {{1, 1/3}, {1/3, 1}}]] I am not able to understand what {{1, 1/3}, {1/3, 1}} represents? Would someone help me as to what values parameters should I enter for the problem I have?