An Upper Bound to the Marginal PDF of the Ordered Eigenvalues of Wishart Matrices

A mathematically simple method based on denition for computing eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices

In this paper, a fundamentally new method, based on the denition, is introduced for numerical computation of eigenvalues, generalized eigenvalues and quadratic eigenvalues of matrices. Some examples are provided to show the accuracy and reliability of the proposed method. It is shown that the proposed method gives other sequences than that of existing methods but they still are convergent to th...

The pseudo-Wishart distribution and its application to MIMO systems

The pseudo-Wishart distribution arises when a Hermitian matrix generated from a complex Gaussian ensemble is not full-rank. It plays an important role in the analysis of communication systems using diversity in Rayleigh fading. However, it has not been extensively studied like the Wishart distribution. Here, we derive some key aspects of the complex pseudo-Wishart distribution. Pseudo-Wishart a...

Lower bounds of Copson type for the transpose of matrices on weighted sequence spaces

On the Exact Distribution of Mutual Information of Two-user MIMO MAC Based on Quotient Distribution of Wishart Matrices

We propose the exact calculation of the probability density function (PDF) and cumulative distribution function (CDF) of mutual information (MI) for a two-user MIMO MAC network over block Rayleigh fading channels. So far the PDF and CDF have been numerically evaluated since MI depends on the quotient of two Wishart matrices, and no closed-form for this quotient was available. We derive exact re...

Modeling ordered subcarrier SNR in MIMO-OFDM wireless links

Recent research has shown that the detected bit error-rate of coded and bitinterleaved multiple-input, multiple-output orthogonal frequency division multiplexing (MIMO-OFDM) links is characterized by the ordered post-processing signal-to-noise ratio (SNR). In this paper, we show that the per-stream ordered SNR converges asymptotically (with delay spread) to the inverse, marginal cumulative dist...