Title :
Distribution of Diagonal Elements of a General Central Complex Wishart Matrix
Author :
Ermolova, Natalia Y. ; Tirkkonen, Olav
Author_Institution :
Dept. of Commun. & Networking, Aalto Univ., Aalto, Finland
fDate :
9/1/2012 12:00:00 AM
Abstract :
We consider a general central complex Wishart matrix derived from non-circular complex Gaussian vectors. We present a technique for evaluation of the probability density, cumulative distribution, and moment generating functions of the joint distribution of the diagonal elements of the Wishart matrix. We give examples of application of the obtained results.
Keywords :
Gaussian distribution; MIMO communication; matrix algebra; MIMO systems; complex Wishart matrix; cumulative distribution; diagonal element distribution; moment generating function; noncircular complex Gaussian vector; probability density evaluation; Correlation; Gaussian processes; MIMO; Rayleigh channels; Signal to noise ratio; Vectors; Complex Wishart matrix; multivariate distributions; non-circular Gaussian processes;
Journal_Title :
Communications Letters, IEEE
DOI :
10.1109/LCOMM.2012.071612.121209
