• DocumentCode
    750264
  • Title

    Distribution of ordered eigenvalues of Wishart matrices

  • Author

    Kwan, R. ; Leung, C. ; Ho, P.

  • Author_Institution
    Sch. of Eng. Sci., Simon Fraser Univ., BC
  • Volume
    43
  • Issue
    5
  • fYear
    2007
  • Firstpage
    31
  • Lastpage
    32
  • Abstract
    Simple, exact and computationally efficient expressions for the cumulative distribution function and the probability density function of the lth largest eigenvalue of a Wishart matrix are presented. The results are important in the performance analysis of multiple-input, multiple-output systems operating over Rayleigh fading channels
  • Keywords
    MIMO communication; Rayleigh channels; eigenvalues and eigenfunctions; matrix algebra; statistical distributions; Rayleigh fading channels; Wishart matrix; cumulative distribution; multiple-input-multiple- output systems; ordered eigenvalue distribution; probability density;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:20073592
  • Filename
    4137471