Eigenvalue density of correlated complex random Wishart matrices

被引:37
|
作者
Simon, Steven H. [1 ]
Moustakas, Aris L. [1 ]
机构
[1] Lucent Technologies, Bell Labs, Murray Hill, NJ 07974, United States
关键词
Cauchy-Binet theorem - Vandermonde determinant - Wishart matrices;
D O I
10.1103/PhysRevE.69.065101
中图分类号
学科分类号
摘要
(Edited Abstract)
引用
收藏
页码:065101 / 1
相关论文
共 50 条
  • [1] Eigenvalue density of correlated complex random Wishart matrices
    Simon, SH
    Moustakas, AL
    [J]. PHYSICAL REVIEW E, 2004, 69 (06):
  • [2] Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
    Dharmawansa, Prathapasinghe
    McKay, Matthew R.
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2011, 102 (04) : 847 - 868
  • [3] Distribution of the Smallest Eigenvalue of Complex Central Semi-correlated Wishart Matrices
    Niu, Fangfang
    Zhang, Haochuan
    Yang, Hongwen
    Yang, Dacheng
    [J]. 2008 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY PROCEEDINGS, VOLS 1-6, 2008, : 1788 - 1792
  • [4] On the Scaled Eigenvalue Distributions of Complex Wishart Matrices
    Wensheng Zhang
    Hailiang Xiong
    Deqiang Wang
    Di Chen
    [J]. Wireless Personal Communications, 2017, 95 : 4257 - 4267
  • [5] Eigenvalue statistics for product complex Wishart matrices
    Forrester, Peter J.
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2014, 47 (34)
  • [6] On the Scaled Eigenvalue Distributions of Complex Wishart Matrices
    Zhang, Wensheng
    Xiong, Hailiang
    Wang, Deqiang
    Chen, Di
    [J]. WIRELESS PERSONAL COMMUNICATIONS, 2017, 95 (04) : 4257 - 4267
  • [7] Large deviations of the maximum eigenvalue in Wishart random matrices
    Vivo, Pierpaolo
    Majumdar, Satya N.
    Bohigas, Oriol
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2007, 40 (16) : 4317 - 4337
  • [8] Integral formulae for the eigenvalue density of complex random matrices
    Wei, Yi
    Khoruzhenko, Boris A.
    Fyodorov, Yan V.
    [J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2009, 42 (46)
  • [9] Asymptotic Eigenvalue Density for the Quotient Ensemble of Wishart Matrices
    Kumar, Santosh
    Pivaro, Gabriel F.
    Yerrababu, Yogeesh R.
    Fraidenraich, Gustavo
    Guimaraes, Dayan A.
    de Souza, Rausley A. A.
    [J]. IEEE COMMUNICATIONS LETTERS, 2018, 22 (12) : 2575 - 2578
  • [10] Largest eigenvalue statistics of double-correlated complex Wishart matrices and MIMO-MRC
    McKay, Matthew R.
    Grant, Alex J.
    Collings, Iain B.
    [J]. 2006 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING, VOLS 1-13, 2006, : 3671 - 3674