Eigenvalue Results for Large Scale Random Vandermonde Matrices with Unit Complex Entries
Probability
2015-03-17 v1 Information Theory
math.IT
Data Analysis, Statistics and Probability
Abstract
This paper centers on the limit eigenvalue distribution for random Vandermonde matrices with unit magnitude complex entries. The phases of the entries are chosen independently and identically distributed from the interval . Various types of distribution for the phase are considered and we establish the existence of the empirical eigenvalue distribution in the large matrix limit on a wide range of cases. The rate of growth of the maximum eigenvalue is examined and shown to be no greater than and no slower than where is the dimension of the matrix. Additional results include the existence of the capacity of the Vandermonde channel (limit integral for the expected log determinant).
Keywords
Cite
@article{arxiv.1010.0624,
title = {Eigenvalue Results for Large Scale Random Vandermonde Matrices with Unit Complex Entries},
author = {Gabriel H. Tucci and Philip A. Whiting},
journal= {arXiv preprint arXiv:1010.0624},
year = {2015}
}
Comments
Submitted to Transactions of Information Theory