On the Exact Distribution of the Scaled Largest Eigenvalue

被引：0

作者：

Wei, Lu ^{[1
]}

Tirkkonen, Olav ^{[1
]}

Dharmawansa, Prathapasinghe ^{[2
]}

Mckay, Matthew ^{[2
]}

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：

2012 IEEE INTERNATIONAL CONFERENCE ON COMMUNICATIONS (ICC) | 2012年

关键词：

Communication systems; performance analysis; eigenvalue statistics; the Mellin transform; SYSTEMS; MATRIX;

D O I：

暂无

中图分类号：

TN [电子技术、通信技术];

学科分类号：

0809 ;

摘要：

In this paper we study the distribution of the scaled largest eigenvalue of complex Wishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have been derived for the probability density function and the cumulative distribution function. The derived results involve only finite sums of polynomials. These results are obtained by taking advantage of properties of the Mellin transform for products of independent random variables.

引用

页码：2422 / 2426

页数：5

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