Distribution of ordered eigenvalues of Wishart matrices

Electronics Letters

Volumn 43, Issue 5, 2007, Pages 277-279

  Kwan, R ^a   Leung, C ^b   Ho, P ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; FADING CHANNELS; PROBABILITY DENSITY FUNCTION; RAYLEIGH FADING;

CUMULATIVE DISTRIBUTION FUNCTION; MULTIPLE-INPUT, MULTIPLE-OUTPUT SYSTEMS; WISHART MATRICES;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 33847632005     PISSN: 00135194     EISSN: None     Source Type: Journal    
DOI: 10.1049/el:20073592     Document Type: Article

References (10)

1. Simon, M.K., and Alouini, M.-S.: Digital communication over fading channels, 2005), 2nd (John Wiley & Sons
2. ' Capacity of multi-antenna Gaussian channels ', AT&T Bell Laboratories, Tech. Rep, 1995
3. James, A.T.: ' Distributions of matrix variate and latent roots derived from normal samples ', Ann. Math. Stat., 1964, 35, p. 475-501
4. Khoshnevis, A., and Sabharwal, A.: ' Achievable diversity and multiplexing in multiple antenna systems with quantized power control ', Proc. IEEE Int. Conf. on Communications, May, 2005, 1, p. 463-467
5. Taniguchi, T., Sha, S., and Karasawa, Y.: ' Statistical distribution of eigenvalues of correlation matrices in i.i.d. MIMO channels under Rayleigh fading ', Proc. IEEE 16th Int. Symp. on Personal, Indoor and Mobile Radio Communications, September, 2005, 1, p. 537-541
6. David, H.A., and Nagaraja, H.N.: ' Order statistics ', 3rd edn. (John Wiley & Sons, 2003)
7. Gradshteyn, I.S., and Ryzhik, I.M.: ' Table of integrals, series, and products ', (Academic Press Inc., 1980)
8. Gantmacher, F.R.: ' The theory of matrices ', (American Mathematical Society, 2000), 2
9. Chiani, M., Win, M.Z., and Zanella, A.: ' On the capacity of spatially correlated MIMO Rayleigh-fading channels ', IEEE Trans. Inf. Theory, 2003, 49, (10), p. 2363-2371 10.1109/TIT.2003.817437 0018-9448
10. Golberg, M.A.: ' The derivative of a determinant ', Am. Math. Monthly, 1972, 79, p. 1124-1126