On the exact distribution of the scaled largest eigenvalue

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 cumu...

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Bibliographic Details
Published in2012 IEEE International Conference on Communications (ICC) pp. 2422 - 2426
Main Authors Lu Wei, Tirkkonen, O., Dharmawansa, P., McKay, M.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.06.2012
Subjects
Accuracy
Communication systems
Detectors
eigenvalue statistics
Eigenvalues and eigenfunctions
performance analysis
Random variables
the Mellin transform
Transforms
Wireless communication
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Summary: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.
ISBN:9781457720529
1457720523
ISSN:1550-3607
1938-1883
DOI:10.1109/ICC.2012.6364410