Title :
Distribution of ordered eigenvalues of Wishart matrices
Author :
Kwan, R. ; Leung, C. ; Ho, P.
Author_Institution :
Sch. of Eng. Sci., Simon Fraser Univ., BC
Abstract :
Simple, exact and computationally efficient expressions for the cumulative distribution function and the probability density function of the lth largest eigenvalue of a Wishart matrix are presented. The results are important in the performance analysis of multiple-input, multiple-output systems operating over Rayleigh fading channels
Keywords :
MIMO communication; Rayleigh channels; eigenvalues and eigenfunctions; matrix algebra; statistical distributions; Rayleigh fading channels; Wishart matrix; cumulative distribution; multiple-input-multiple- output systems; ordered eigenvalue distribution; probability density;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20073592
