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.
A general framework for the distribution of the eigenvalues of Wishart matrices / A. Zanella; M. Chiani; M. Z. Win. - STAMPA. - (2008), pp. 1271-1276. (Intervento presentato al convegno Proc. IEEE Int. Conf. on Commun. (ICC) tenutosi a Beijing, China nel May 2008).
A general framework for the distribution of the eigenvalues of Wishart matrices
CHIANI, MARCO;
2008
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.