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
fDate :
2/1/2011 12:00:00 AM
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;
Journal_Title :
Communications Letters, IEEE
DOI :
10.1109/LCOMM.2010.121310.101590
