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In a frequency selective slow-fading channel in a MIMO system, the channel matrix is of the form of a block matrix. This paper proposes a method to calculate the limit of the eigenvalue distribution of block matrices if the size of the…

Information Theory · Computer Science 2011-11-10 Reza Rashidi Far , Tamer Oraby , Wlodzimierz Bryc , Roland Speicher

We determine the capacity-achieving input covariance matrices for coherent block-fading correlated MIMO Rician channels. In contrast with the Rayleigh and uncorrelated Rician cases, no closed-form expressions for the eigenvectors of the…

Information Theory · Computer Science 2007-07-13 Julien Dumont , Philippe Loubaton , Samson Lasaulce

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

Probability · Mathematics 2015-10-23 Kristina Schubert

This paper can be thought of as a remark of \cite{llw}, where the authors studied the eigenvalue distribution $\mu_{X_N}$ of random block Toeplitz band matrices with given block order $m$. In this note we will give explicit density…

Probability · Mathematics 2011-08-16 Yi-Ting Li , Dang-Zheng Liu , Xin Sun , Zheng-Dong Wang

This study investigates the mean capacity of multiple-input multiple-output (MIMO) systems for spatially semi-correlated flat fading channels. In reality, the capacity degrades dramatic due to the channel covariance (CC) when correlations…

Information Theory · Computer Science 2016-09-27 Md. Abdul Latif Sarker , Moon Ho Lee

Block Toeplitz and Hankel matrices arise in many aspects of applications. In this paper, we will research the distributions of eigenvalues for some models and get the semicircle law. Firstly we will give trace formulae of block Toeplitz and…

Probability · Mathematics 2010-10-18 Yi-Ting Li , Dang-Zheng Liu , Zheng-Dong Wang

In this paper we consider a channel model that is often used to describe the mobile wireless scenario: multiple-antenna additive white Gaussian noise channels subject to random (fading) gain with full channel state information at the…

Information Theory · Computer Science 2018-06-28 Austin Collins , Yury Polyanskiy

This paper investigates the capacity scaling of multicell massive MIMO systems in the presence of spatially correlated fading. In particular, we focus on the strong spatial correlation regimes where the covariance matrix of each user…

Information Theory · Computer Science 2019-12-10 Junyoung Nam , Giuseppe Caire , Merouane Debbah , H. Vincent Poor

This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately…

Statistics Theory · Mathematics 2008-04-06 Yo Sheena , Akimichi Takemura

This paper investigates the maximum coding rate at which data can be transmitted over a noncoherent, multiple-input, multiple-output (MIMO) Rayleigh block-fading channel using an error-correcting code of a given blocklength with a…

Information Theory · Computer Science 2025-11-19 Chao Qi , Tobias Koch

It is critical to understand the properties of spatial correlation matrices in massive multiple-input multiple-output (MIMO) systems. We derive new bounds on the extreme eigenvalues of a spatial correlation matrix that is characterized by…

Information Theory · Computer Science 2014-06-23 Junil Choi , David J. Love

In this paper, the impacts of imperfect channel covariance matrix on the spectral efficiency (SE) of cell-free distributed massive multiple-input multiple-output (MIMO) systems are analyzed. We propose to estimate the channel covariance…

Information Theory · Computer Science 2022-12-21 Feng Ye , Jiamin Li , Pengcheng Zhu , Dongming Wang , Xiaohu You

Recent advances in random matrix theory have spurred the adoption of eigenvalue-based detection techniques for cooperative spectrum sensing in cognitive radio. Most of such techniques use the ratio between the largest and the smallest…

Information Theory · Computer Science 2009-09-23 Federico Penna , Roberto Garello , Maurizio A. Spirito

We study a multiple-input multiple-output (MIMO) multiple access channel (MAC) from several multi-antenna transmitters to a multi-antenna receiver. The fading channels between the transmitters and the receiver are modeled by random…

Information Theory · Computer Science 2011-05-04 Jakob Hoydis , Romain Couillet , Merouane Debbah

Spectral properties of random matrices play an important role in statistics, machine learning, communications, and many other areas. Engaging results regarding the convergence of the empirical spectral distribution (ESD) and the…

Statistics Theory · Mathematics 2025-07-08 Zeyan Zhuang , Xin Zhang , Dongfang Xu , Shenghui Song

We extend classical time-frequency limiting analysis, historically applied to one-dimensional finite signals, to the multidimensional discrete setting. This extension is relevant for images, videos, and other multidimensional signals, as it…

Classical Analysis and ODEs · Mathematics 2025-07-15 Luis Gomez , Jonathan Jaimangal , Azita Mayeli , Tasfia Proma

We consider linear spectral statistics built from the block-normalized correlation matrix of a set of $M$ mutually independent scalar time series. This matrix is composed of $M \times M$ blocks that contain the sample cross correlation…

Probability · Mathematics 2021-01-15 Philippe Loubaton , Xavier Mestre

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…

Condensed Matter · Physics 2009-10-28 Boris A Khoruzhenko

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina
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