English
Related papers

Related papers: Spectra of large block matrices

200 papers

We investigate the dynamic behavior of the stationary random process defined by a central complex Wishart (CW) matrix ${\bf{W}}(t)$ as it varies along a certain dimension $t$. We characterize the second-order joint cdf of the largest…

Information Theory · Computer Science 2020-04-02 F. Javier Lopez-Martinez , Eduardo Martos-Naya , Jose F. Paris , Andrea Goldsmith

Motivated by the challenge of seeking a rigorous foundation for the bulk-boundary correspondence for free fermions, we introduce an algorithm for determining exactly the spectrum and a generalized-eigenvector basis of a class of banded…

Quantum Physics · Physics 2017-04-27 Emilio Cobanera , Abhijeet Alase , Gerardo Ortiz , Lorenza Viola

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 asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a…

Complex Variables · Mathematics 2009-11-26 Steven Delvaux , Maurice Duits

We study the spectrum of an asymmetric random matrix with block structured variances. The rows and columns of the random square matrix are divided into $D$ partitions with arbitrary size (linear in $N$). The parameters of the model are the…

Probability · Mathematics 2015-10-28 Johnatan Aljadeff , David Renfrew , Merav Stern

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…

Mathematical Physics · Physics 2015-03-17 Anna Lytova , Leonid Pastur

In this article, we obtain an equation for the high-dimensional limit measure of eigenvalues of generalized Wishart processes, and the results is extended to random particle systems that generalize SDEs of eigenvalues. We also introduce a…

Probability · Mathematics 2019-09-17 Jian Song , Jianfeng Yao , Wangjun Yuan

In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…

Probability · Mathematics 2021-03-23 Jianfeng Yao , Wangjun Yuan

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Statistics Theory · Mathematics 2021-05-18 Weiming Li , Qinwen Wang , Jianfeng Yao

Wishart random matrices are often used to model multivariate systems in physics, finance, biology and wireless communication. Extreme value statistics, such as those of the smallest eigenvalue, can be used to test the accuracy of the model.…

Mathematical Physics · Physics 2016-07-19 Pedro A. Vidal Miranda

We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…

Probability · Mathematics 2007-10-31 N. Raj Rao , Alan Edelman

We characterize the capacity of Rayleigh block-fading multiple-input multiple-output (MIMO) channels in the noncoherent setting where transmitter and receiver have no a priori knowledge of the realizations of the fading channel. We prove…

Information Theory · Computer Science 2012-10-02 Wei Yang , Giuseppe Durisi , Erwin Riegler

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

We consider block-structured matrices $A_n$, where the blocks are of (block) unilevel Toeplitz type with $s\times t$ matrix-valued generating functions. Under mild assumptions on the size of the (rectangular) blocks, the asymptotic…

In this letter, we investigate time-domain channel estimation for wideband millimeter wave (mmWave) MIMO OFDM system. By transmitting frequency-domain pilot symbols as well as different beamforming vectors, we observe that the time-domain…

Information Theory · Computer Science 2022-03-15 Yujie Wang , Chenhao Qi , Ping Li , Zhaohua Lu , Ping Lu

Block diagonalization is a linear precoding technique for the multiple antenna broadcast (downlink) channel that involves transmission of multiple data streams to each receiver such that no multi-user interference is experienced at any of…

Information Theory · Computer Science 2007-07-16 Niranjay Ravindran , Nihar Jindal

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

In this paper we derive some new and practical results on testing and interval estimation problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory for block-wise infinite dispersion of the population…

Statistics Theory · Mathematics 2009-01-27 Yo Sheena , Akimichi Takemura

The multiple-input and multiple-output (MIMO) technique is regarded as a promising approach to boost the throughput and reliability of optical fiber communications. However, the fundamental limits of optical fiber MIMO systems with finite…

Information Theory · Computer Science 2024-04-09 Xin Zhang , Dongfang Xu , Shenghui Song , Mérouane Debbah

Finite blocklength and second-order (dispersion) results are presented for the arbitrarily-varying channel (AVC), a classical model wherein an adversary can transmit arbitrary signals into the channel. A novel finite blocklength…

Information Theory · Computer Science 2018-01-12 Oliver Kosut , Joerg Kliewer