Title :
On the exact distribution of the scaled largest eigenvalue
Author :
Wei, Lu ; Tirkkonen, Olav ; Dharmawansa, Prathapasinghe ; McKay, Matthew
Author_Institution :
Dept. of Commun. & Networking, Aalto Univ., Aalto, Finland
Abstract :
In this paper we study the distribution of the scaled largest eigenvalue of complex Wishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have been derived for the probability density function and the cumulative distribution function. The derived results involve only finite sums of polynomials. These results are obtained by taking advantage of properties of the Mellin transform for products of independent random variables.
Keywords :
eigenvalues and eigenfunctions; polynomials; statistics; transforms; Mellin transform; complex Wishart matrix; exact expressions; independent random variable; matrix dimensions; polynomial finite sums; scaled largest eigenvalue distribution; statistics; wireless communications; Accuracy; Detectors; Eigenvalues and eigenfunctions; Random variables; Transforms; Wireless communication; Communication systems; eigenvalue statistics; performance analysis; the Mellin transform;
Conference_Titel :
Communications (ICC), 2012 IEEE International Conference on
Conference_Location :
Ottawa, ON
Print_ISBN :
978-1-4577-2052-9
Electronic_ISBN :
1550-3607
DOI :
10.1109/ICC.2012.6364410
