DocumentCode
1406205
Title
Exact Demmel Condition Number Distribution of Complex Wishart Matrices via the Mellin Transform
Author
Wei, Lu ; McKay, Matthew R. ; Tirkkonen, Olav
Author_Institution
Dept. of Commun. & Networking, Aalto Univ., Aalto, Finland
Volume
15
Issue
2
fYear
2011
fDate
2/1/2011 12:00:00 AM
Firstpage
175
Lastpage
177
Abstract
In this letter we study the distribution of the Demmel condition number of complex Wishart matrices, which has various applications in the performance analysis of communication systems. New exact expressions are derived for the probability density function and cumulative distribution function, which are very simple and valid for any matrix dimensions. These results are obtained by taking advantage of properties of the Mellin transform for products of independent random variables.
Keywords
MIMO communication; probability; random processes; transforms; wireless channels; Demmel condition number distribution; MIMO channel; Mellin transform; communication system; complex Wishart matrix; cumulative distribution function; independent random variable; matrix dimension; multiple input multiple output system; probability density function; Demmel condition number; Mellin transform; Wishart matrix;
fLanguage
English
Journal_Title
Communications Letters, IEEE
Publisher
ieee
ISSN
1089-7798
Type
jour
DOI
10.1109/LCOMM.2010.121310.101590
Filename
5669628
Link To Document