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 η 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.
Random matrix transforms and applications via nonasymptotic eigenanalysis / G., Alfano; A., Lozano; Tulino, ANTONIA MARIA; S., Verdú. - ELETTRONICO. - (2006), pp. 18-21. (Intervento presentato al convegno 2006 International Zurich Seminar tenutosi a Zurich nel Feb. 22-24, 2006) [10.1109/IZS.2006.1649068].
Random matrix transforms and applications via nonasymptotic eigenanalysis
TULINO, ANTONIA MARIA;
2006
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 η 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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
