@article{AIHPB_2006__42_6_649_0, author = {Hachem, W. and Loubaton, P. and Najim, J.}, title = {The empirical distribution of the eigenvalues of a {Gram} matrix with a given variance profile}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {649--670}, publisher = {Elsevier}, volume = {42}, number = {6}, year = {2006}, doi = {10.1016/j.anihpb.2005.10.001}, mrnumber = {2269232}, zbl = {1109.15021}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.anihpb.2005.10.001/} }
TY - JOUR AU - Hachem, W. AU - Loubaton, P. AU - Najim, J. TI - The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2006 SP - 649 EP - 670 VL - 42 IS - 6 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.anihpb.2005.10.001/ DO - 10.1016/j.anihpb.2005.10.001 LA - en ID - AIHPB_2006__42_6_649_0 ER -
%0 Journal Article %A Hachem, W. %A Loubaton, P. %A Najim, J. %T The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile %J Annales de l'I.H.P. Probabilités et statistiques %D 2006 %P 649-670 %V 42 %N 6 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.anihpb.2005.10.001/ %R 10.1016/j.anihpb.2005.10.001 %G en %F AIHPB_2006__42_6_649_0
Hachem, W.; Loubaton, P.; Najim, J. The empirical distribution of the eigenvalues of a Gram matrix with a given variance profile. Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006) no. 6, pp. 649-670. doi : 10.1016/j.anihpb.2005.10.001. http://archive.numdam.org/articles/10.1016/j.anihpb.2005.10.001/
[1] Methodologies in spectral analysis of large-dimensional random matrices, a review, Statist. Sinica 9 (3) (1999) 611-677. | MR | Zbl
,[2] No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices, Ann. Probab. 26 (1) (1998) 316-345. | MR | Zbl
, ,[3] Limiting eigenvalue distribution of random matrices with correlated entries, Markov Process. Related Fields 2 (4) (1996) 607-636. | MR | Zbl
, , ,[4] Capacity scaling in mimo wireless systems under correlated fading, IEEE Trans. Inform. Theory 48 (3) (2002) 637-650. | MR | Zbl
, , , ,[5] MMSE analysis of certain large isometric random precoded systems, IEEE Trans. Inform. Theory 49 (5) (2003) 1293-1311. | MR | Zbl
, , , ,[6] R.B. Dozier, J.W. Silverstein, On the empirical distribution of eigenvalues of large dimensional information-plus-noise type matrices. Preprint, 2004. | MR
[7] Theory of Random Determinants, Math. Appl. (Soviet Ser.), vol. 45, Kluwer Academic Publishers Group, Dordrecht, 1990. | MR | Zbl
,[8] Theory of stochastic canonical equations. Vol. I, Math. Appl., vol. 535, Kluwer Academic Publishers, Dordrecht, 2001. | MR | Zbl
,[9] Capacity limits of mimo channels, IEEE J. Sel. Areas in Comm. 21 (5) (2003).
, , , ,[10] Deterministic equivalents for certain functionals of large random matrices, Available at http://arxiv.org/, math.PR/0507172. | MR
, , ,[11] The empirical eigenvalue distribution of a Gram Matrix: From independence to stationarity, Markov Process. Related Fields 11 (4) (2005) 629-648. | MR | Zbl
, , ,[12] Linear Estimation, Prentice-Hall, Englewood Cliffs, NJ, 2000.
, , ,[13] Asymptotic properties of large random matrices with independent entries, J. Math. Phys. 37 (10) (1996) 5033-5060. | MR | Zbl
, , ,[14] Design of reduced-rank mmse multiuser detectors using random matrix methods, IEEE Trans. Inform. Theory 50 (6) (2004) 986-1008. | MR
, , ,[15] Distribution of eigenvalues in certain sets of random matrices, Mat. Sb. (N.S.) 72 (114) (1967) 507-536. | MR | Zbl
, ,[16] Random Gaussian band matrices and freeness with amalgamation, Int. Math. Res. Notices 20 (1996) 1013-1025. | MR | Zbl
,[17] Strong convergence of the empirical distribution of eigenvalues of large-dimensional random matrices, J. Multivariate Anal. 55 (2) (1995) 331-339. | MR | Zbl
,[18] On the empirical distribution of eigenvalues of a class of large-dimensional random matrices, J. Multivariate Anal. 54 (2) (1995) 175-192. | MR | Zbl
, ,[19] Signal detection via spectral theory of large dimensional random matrices, IEEE Trans. Signal Process. 40 (8) (1992) 2100-2105.
, ,[20] Linear multiuser receivers: effective interference, effective bandwidth and user capacity, IEEE Trans. Inform. Theory 45 (2) (1999) 641-657. | MR | Zbl
, ,[21] Linear multiuser receivers in random environments, IEEE Trans. Inform. Theory 46 (1) (2000) 171-188. | Zbl
, ,[22] Random Matrix Theory and Wireless Communications, Fondations and Trends in Communications and Information Theory, vol. 1, Now Publishers, Delft, 2004. | Zbl
, ,[23] Limiting spectral distribution for a class of random matrices, J. Multivariate Anal. 20 (1) (1986) 50-68. | MR | Zbl
,Cité par Sources :