http://www.cnr.it/ontology/cnr/individuo/prodotto/ID20681
On the Marginal Distribution of the Eigenvalues of Wishart Matrices (Articolo in rivista)
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- Label
- On the Marginal Distribution of the Eigenvalues of Wishart Matrices (Articolo in rivista) (literal)
- Anno
- 2009-01-01T00:00:00+01:00 (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
- 10.1109/TCOMM.2009.04.070143 (literal)
- Alternative label
A. Zanella; M. Chiani; M. Z. Win (2009)
On the Marginal Distribution of the Eigenvalues of Wishart Matrices
in IEEE transactions on communications (Print); IEEE, Institute of electrical and electronics engineers, New York (Stati Uniti d'America)
(literal)
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- A. Zanella; M. Chiani; M. Z. Win (literal)
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- Parte di questo lavoro è stato presentato come atto di convegno:
A. Zanella, M. Chiani, M. Z. Win \"A General Framework for the Distribution of the Eigenvalues of Wishart Matrices,\" Int. Conf. on Communications (IEEE ICC 2008), Beijing, China, F, 19-23 May 2008.
L'articolo ricevette il Communication Theory Best Paper Award. (literal)
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- Google Scholar (literal)
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- ISI Web of Science (WOS) (literal)
- Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
- Zanella, IEIIT CNR
Chiani, DEIS University of Bologna
M. Z. Win, MIT (USA) (literal)
- Titolo
- On the Marginal Distribution of the Eigenvalues of Wishart Matrices (literal)
- Abstract
- Random matrices play a crucial role in the design
and analysis of multiple-input multiple-output (MIMO) systems.
In particular, performance of MIMO systems depends on the
statistical properties of a subclass of random matrices known as
Wishart when the propagation environment is characterized by
Rayleigh or Rician fading. This paper focuses on the stochastic
analysis of this class of matrices and proposes a general methodology
to evaluate some multiple nested integrals of interest. With
this methodology we obtain a closed-form expression for the joint
probability density function of k consecutive ordered eigenvalues
and, as a special case, the PDF of the ?th ordered eigenvalue of
Wishart matrices. The distribution of the largest eigenvalue can
be used to analyze the performance of MIMO maximal ratio
combining systems. The PDF of the smallest eigenvalue can be
used for MIMO antenna selection techniques. Finally, the PDF
the kth largest eigenvalue finds applications in the performance
analysis of MIMO singular value decomposition systems. (literal)
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