On the exact distribution of the scaled largest eigenvalue

Author

Wei, Lu ; Tirkkonen, Olav ; Dharmawansa, Prathapasinghe ; McKay, Matthew

Author_Institution

Dept. of Commun. & Networking, Aalto Univ., Aalto, Finland

fYear

2012

fDate

10-15 June 2012

Firstpage

2422

Lastpage

2426

Abstract

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.

Keywords

eigenvalues and eigenfunctions; polynomials; statistics; transforms; Mellin transform; complex Wishart matrix; exact expressions; independent random variable; matrix dimensions; polynomial finite sums; scaled largest eigenvalue distribution; statistics; wireless communications; Accuracy; Detectors; Eigenvalues and eigenfunctions; Random variables; Transforms; Wireless communication; Communication systems; eigenvalue statistics; performance analysis; the Mellin transform;

fLanguage

English

Publisher

ieee

Conference_Titel

Communications (ICC), 2012 IEEE International Conference on

Conference_Location

Ottawa, ON

ISSN

1550-3607

Print_ISBN

978-1-4577-2052-9

Electronic_ISBN

1550-3607

Type

conf

DOI

10.1109/ICC.2012.6364410

Filename

6364410