Exact Demmel Condition Number Distribution of Complex Wishart Matrices via the Mellin Transform

被引：15
|
作者：
Wei, Lu [1 ]
McKay, Matthew R. [2 ]
Tirkkonen, Olav [1 ]
机构：
[1] Aalto Univ, Dept Commun & Networking, Aalto 00076, Finland
[2] Hong Kong Univ Sci & Technol, Dept Elect & Comp Engn, Kowloon, Hong Kong, Peoples R China
来源：
IEEE COMMUNICATIONS LETTERS | 2011年 / 15卷 / 02期
关键词：
Wishart matrix; Demmel condition number; Mellin transform;
D O I：
10.1109/LCOMM.2010.121310.101590
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
In this letter we study the distribution of the Demmel condition number of complex Wishart matrices, which has various applications in the performance analysis of communication systems. New exact expressions are derived for the probability density function and cumulative distribution function, which are very simple and valid for any matrix dimensions. These results are obtained by taking advantage of properties of the Mellin transform for products of independent random variables.
引用
收藏
页码：175 / 177
页数：3
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