Title :
Eigenvalue Results for Large Scale Random Vandermonde Matrices With Unit Complex Entries
Author :
Tucci, Gabriel H. ; Whiting, Philip A.
Author_Institution :
Bell Labs., Alcatel-Lucent, Murray Hill, NJ, USA
fDate :
6/1/2011 12:00:00 AM
Abstract :
This paper centers on the limit eigenvalue distribution for random Vandermonde matrices with unit magnitude complex entries. The phases of the entries are chosen independently and identically distributed from the interval [-π,π] . Various types of distribution for the phase are considered and we establish the existence of the empirical eigenvalue distribution in the large matrix limit on a wide range of cases. The rate of growth of the maximum eigenvalue is examined and shown to be no greater than O(logN) and no slower than O(logN/loglogN) where N is the dimension of the matrix. Additional results include the existence of the capacity of the Vandermonde channel (limit integral for the expected log determinant).
Keywords :
computational complexity; determinants; eigenvalues and eigenfunctions; matrix algebra; random processes; Vandermonde channel; eigenvalue results; empirical eigenvalue distribution; expected log determinant; large scale random vandermonde matrices; limit eigenvalue distribution; limit integral; matrix dimension; matrix limit; random Vandermonde matrices; unit complex entry; unit magnitude complex entry; Algebra; Density measurement; Eigenvalues and eigenfunctions; Fourier series; Joints; Phase measurement; Random variables; Eigenvalues; Vandermonde matrices; limiting distribution; random matrices;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2011.2137110