DocumentCode
149523
Title
Fluctuations for linear spectral statistics of large random covariance matrices
Author
Najim, Jamal ; Jianfeng Yao
Author_Institution
Univ. Paris Est - Marne La Vallee, Marne La Vallee, France
fYear
2014
fDate
1-5 Sept. 2014
Firstpage
2170
Lastpage
2174
Abstract
The theory of large random matrices has proved to be an efficient tool to address many problems in wireless communication and statistical signal processing these last two decades. We provide hereafter a central limit theorem (CLT) for linear spectral statistics of large random covariance matrices, improving Bai and Silverstein´s celebrated 2004 result. This fluctuation result should be of interest to study the fluctuations of important estimators in statistical signal processing.
Keywords
covariance matrices; statistical analysis; CLT; central limit theorem; large random covariance matrices; linear spectral statistics fluctation; statistical signal processing; wireless communication; Convergence; Covariance matrices; Eigenvalues and eigenfunctions; Limiting; Random variables; Transforms; Large random matrices fluctuations;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference (EUSIPCO), 2014 Proceedings of the 22nd European
Conference_Location
Lisbon
Type
conf
Filename
6952794
Link To Document