Random Matrix Transforms and Applications via Non-Asymptotic Eigenanalysis

Author

Alfano, Giuseppa ; Tulino, Antonia M. ; Lozano, Angel ; Verdu, Sergio

Author_Institution

Univ. del Sannio

fYear

0

fDate

0-0 0

Firstpage

18

Lastpage

21

Abstract

This work introduces an effective approach to derive the marginal density distribution of an unordered eigenvalue for finite-dimensional random matrices of Wishart and F type, based on which we give several examples of closed-form and series expressions for the Shannon and eta transforms of random matrices with nonzero mean and/or dependent entries. The newly obtained results allow for a compact non-asymptotic characterization of MIMO and multiuser vector channels in terms of both ergodic capacity and minimum mean square error (MMSE). In addition, the derived marginal density distributions can be of interest on their own in other fields of applied statistics

Keywords

MIMO systems; eigenvalues and eigenfunctions; least mean squares methods; matrix algebra; multiuser channels; transforms; wireless channels; MIMO; MMSE; Shannon transforms; ergodic capacity; eta transforms; finite-dimensional random matrices; marginal density distribution; minimum mean square error; multiuser vector channels; nonasymptotic eigenanalysis; random matrix transforms; Communication channels; Covariance matrix; Eigenvalues and eigenfunctions; Information theory; MIMO; Mean square error methods; Mutual information; Signal processing; Statistical distributions; Wireless communication;

fLanguage

English

Publisher

ieee

Conference_Titel

Communications, 2006 International Zurich Seminar on

Conference_Location

Zurich

Print_ISBN

1-4244-0092-9

Type

conf

DOI

10.1109/IZS.2006.1649068

Filename

1649068