Random matrix transforms and applications via non-asymptotic eigenanalysis

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

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 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 languageEnglish (US)
Title of host publicationIEEE 2006 International Zurich Seminar on Digital Communications - Proceedings
Pages18-21
Number of pages4
DOIs
StatePublished - Dec 22 2006
EventIEEE 2006 International Zurich Seminar on Digital Communications - Zurich, Switzerland
Duration: Feb 22 2006Feb 24 2006

Publication series

NameInternational Zurich Seminar on Digital Communications
Volume2006

Other

OtherIEEE 2006 International Zurich Seminar on Digital Communications
CountrySwitzerland
CityZurich
Period2/22/062/24/06

All Science Journal Classification (ASJC) codes

  • Computer Science(all)

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    Alfano, G., Tulino, A. M., Lozano, A., & Verdu, S. (2006). Random matrix transforms and applications via non-asymptotic eigenanalysis. In IEEE 2006 International Zurich Seminar on Digital Communications - Proceedings (pp. 18-21). [1649068] (International Zurich Seminar on Digital Communications; Vol. 2006). https://doi.org/10.1109/IZS.2006.1649068