This paper focuses on the stochastic analysis of Wishart matrices, which appear in many problems related to the performance analysis multiple-input-multiple-output (MIMO). We propose a general methodology to evaluate some multiple nested integrals of interest With this methodology we obtain a closed-form expression for the joint probability density function (pdf) of k consecutive ordered eigenvalues and, as a special case, the pdf of the lth ordered eigenvalue of Wishart matrices.
Titolo: | A general framework for the distribution of the eigenvalues of Wishart matrices | |
Autore/i: | A. Zanella; CHIANI, MARCO; M. Z. Win | |
Autore/i Unibo: | ||
Anno: | 2008 | |
Titolo del libro: | Proc. IEEE Int. Conf. on Commun. (ICC) | |
Pagina iniziale: | 1271 | |
Pagina finale: | 1276 | |
Abstract: | This paper focuses on the stochastic analysis of Wishart matrices, which appear in many problems related to the performance analysis multiple-input-multiple-output (MIMO). We propose a general methodology to evaluate some multiple nested integrals of interest With this methodology we obtain a closed-form expression for the joint probability density function (pdf) of k consecutive ordered eigenvalues and, as a special case, the pdf of the lth ordered eigenvalue of Wishart matrices. | |
Data prodotto definitivo in UGOV: | 20-feb-2009 | |
Appare nelle tipologie: | 4.01 Contributo in Atti di convegno |
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