Random matrix transforms and applications via non-asymptotic eigenanalysis

Giuseppa Alfano; Antonia M. Tulino; Angel Lozano; Sergio Verdú

doi:10.1109/IZS.2006.1649068

Random matrix transforms and applications via non-asymptotic eigenanalysis

Giuseppa Alfano, Antonia M. Tulino, Angel Lozano, Sergio Verdú

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

6 Scopus citations

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.

Original language	English (US)
Title of host publication	IEEE 2006 International Zurich Seminar on Digital Communications - Proceedings
Pages	18-21
Number of pages	4
DOIs	https://doi.org/10.1109/IZS.2006.1649068
State	Published - 2006
Event	IEEE 2006 International Zurich Seminar on Digital Communications - Zurich, Switzerland Duration: Feb 22 2006 → Feb 24 2006

Publication series

Name	International Zurich Seminar on Digital Communications
Volume	2006

Other

Other	IEEE 2006 International Zurich Seminar on Digital Communications
Country/Territory	Switzerland
City	Zurich
Period	2/22/06 → 2/24/06

All Science Journal Classification (ASJC) codes

General Computer Science

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10.1109/IZS.2006.1649068

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title = "Random matrix transforms and applications via non-asymptotic eigenanalysis",

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.",

author = "Giuseppa Alfano and Tulino, {Antonia M.} and Angel Lozano and Sergio Verd{\'u}",

year = "2006",

doi = "10.1109/IZS.2006.1649068",

language = "English (US)",

isbn = "1424400929",

series = "International Zurich Seminar on Digital Communications",

pages = "18--21",

booktitle = "IEEE 2006 International Zurich Seminar on Digital Communications - Proceedings",

note = "IEEE 2006 International Zurich Seminar on Digital Communications ; Conference date: 22-02-2006 Through 24-02-2006",

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Alfano, G, Tulino, AM, Lozano, A & Verdú, S 2006, Random matrix transforms and applications via non-asymptotic eigenanalysis. in IEEE 2006 International Zurich Seminar on Digital Communications - Proceedings., 1649068, International Zurich Seminar on Digital Communications, vol. 2006, pp. 18-21, IEEE 2006 International Zurich Seminar on Digital Communications, Zurich, Switzerland, 2/22/06. https://doi.org/10.1109/IZS.2006.1649068

Random matrix transforms and applications via non-asymptotic eigenanalysis. / Alfano, Giuseppa; Tulino, Antonia M.; Lozano, Angel et al.
IEEE 2006 International Zurich Seminar on Digital Communications - Proceedings. 2006. p. 18-21 1649068 (International Zurich Seminar on Digital Communications; Vol. 2006).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Random matrix transforms and applications via non-asymptotic eigenanalysis

AU - Alfano, Giuseppa

AU - Tulino, Antonia M.

AU - Lozano, Angel

AU - Verdú, Sergio

PY - 2006

Y1 - 2006

N2 - 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.

AB - 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.

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SN - 1424400929

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T3 - International Zurich Seminar on Digital Communications

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BT - IEEE 2006 International Zurich Seminar on Digital Communications - Proceedings

T2 - IEEE 2006 International Zurich Seminar on Digital Communications

Y2 - 22 February 2006 through 24 February 2006

ER -

Random matrix transforms and applications via non-asymptotic eigenanalysis

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