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289
On the distribution of the largest eigenvalue in principal components analysis
 Ann. Statist
, 2001
"... Let x �1 � denote the square of the largest singular value of an n × p matrix X, all of whose entries are independent standard Gaussian variates. Equivalently, x �1 � is the largest principal component variance of the covariance matrix X ′ X, or the largest eigenvalue of a pvariate Wishart distribu ..."
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Cited by 421 (4 self)
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Let x �1 � denote the square of the largest singular value of an n × p matrix X, all of whose entries are independent standard Gaussian variates. Equivalently, x �1 � is the largest principal component variance of the covariance matrix X ′ X, or the largest eigenvalue of a pvariate Wishart distribution on n degrees of freedom with identity covariance. Consider the limit of large p and n with n/p = γ ≥ 1. When centered by µ p = � √ n − 1 + √ p � 2 and scaled by σ p = � √ n − 1 + √ p��1 / √ n − 1 + 1 / √ p � 1/3 � the distribution of x �1 � approaches the Tracy–Widom lawof order 1, which is defined in terms of the Painlevé II differential equation and can be numerically evaluated and tabulated in software. Simulations showthe approximation to be informative for n and p as small as 5. The limit is derived via a corresponding result for complex Wishart matrices using methods from random matrix theory. The result suggests that some aspects of large p multivariate distribution theory may be easier to apply in practice than their fixed p counterparts. 1. Introduction. The
Shape fluctuations and random matrices
, 1999
"... We study a certain random growth model in two dimensions closely related to the onedimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the TracyWidom largest eigenvalue distribution for the Gaussian Uni ..."
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Cited by 414 (11 self)
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We study a certain random growth model in two dimensions closely related to the onedimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the TracyWidom largest eigenvalue distribution for the Gaussian Unitary Ensemble (GUE).
From theory to practice: an overview of MIMO spacetime coded wireless systems
 IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS
, 2003
"... This paper presents an overview of recent progress in the area of multipleinput–multipleoutput (MIMO) space–time coded wireless systems. After some background on the research leading to the discovery of the enormous potential of MIMO wireless links, we highlight the different classes of technique ..."
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Cited by 361 (6 self)
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This paper presents an overview of recent progress in the area of multipleinput–multipleoutput (MIMO) space–time coded wireless systems. After some background on the research leading to the discovery of the enormous potential of MIMO wireless links, we highlight the different classes of techniques and algorithms proposed which attempt to realize the various benefits of MIMO including spatial multiplexing and space–time coding schemes. These algorithms are often derived and analyzed under ideal independent fading conditions. We present the state of the art in channel modeling and measurements, leading to a better understanding of actual MIMO gains. Finally, the paper addresses current questions regarding the integration of MIMO links in practical wireless systems and standards.
Grassmannian beamforming for multipleinput multipleoutput wireless systems
 IEEE TRANS. INFORM. THEORY
, 2003
"... Transmit beamforming and receive combining are simple methods for exploiting the significant diversity that is available in multipleinput and multipleoutput (MIMO) wireless systems. Unfortunately, optimal performance requires either complete channel knowledge or knowledge of the optimal beamformi ..."
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Cited by 330 (39 self)
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Transmit beamforming and receive combining are simple methods for exploiting the significant diversity that is available in multipleinput and multipleoutput (MIMO) wireless systems. Unfortunately, optimal performance requires either complete channel knowledge or knowledge of the optimal beamforming vector which are not always realizable in practice. In this correspondence, a quantized maximum signaltonoise ratio (SNR) beamforming technique is proposed where the receiver only sends the label of the best beamforming vector in a predetermined codebook to the transmitter. By using the distribution of the optimal beamforming vector in independent identically distributed Rayleigh fading matrix channels, the codebook design problem is solved and related to the problem of Grassmannian line packing. The proposed design criterion is flexible enough to allow for side constraints on the codebook vectors. Bounds on the codebook size are derived to guarantee full diversity order. Results on the density of Grassmannian line packings are derived and used to develop bounds on the codebook size given a capacity or SNR loss. Monte Carlo simulations are presented that compare the probability of error for different quantization strategies.
Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
, 2008
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Matrix models for betaensembles
 J. Math. Phys
, 2002
"... This paper constructs tridiagonal random matrix models for general (β> 0) βHermite (Gaussian) and βLaguerre (Wishart) ensembles. These generalize the wellknown Gaussian and Wishart models for β = 1,2,4. Furthermore, in the cases of the βLaguerre ensembles, we eliminate the exponent quantizati ..."
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Cited by 174 (22 self)
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This paper constructs tridiagonal random matrix models for general (β> 0) βHermite (Gaussian) and βLaguerre (Wishart) ensembles. These generalize the wellknown Gaussian and Wishart models for β = 1,2,4. Furthermore, in the cases of the βLaguerre ensembles, we eliminate the exponent quantization present in the previously known models. We further discuss applications for the new matrix models, and present some open problems.
On the capacity of spatially correlated MIMO Rayleighfading channels
 IEEE Trans. Inform. Theory
, 2003
"... Abstract—In this paper, we investigate the capacity distribution of spatially correlated, multipleinput–multipleoutput (MIMO) channels. In particular, we derive a concise closedform expression for the characteristic function (c.f.) of MIMO system capacity with arbitrary correlation among the tran ..."
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Cited by 134 (15 self)
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Abstract—In this paper, we investigate the capacity distribution of spatially correlated, multipleinput–multipleoutput (MIMO) channels. In particular, we derive a concise closedform expression for the characteristic function (c.f.) of MIMO system capacity with arbitrary correlation among the transmitting antennas or among the receiving antennas in frequencyflat Rayleighfading environments. Using the exact expression of the c.f., the probability density function (pdf) and the cumulative distribution function (CDF) can be easily obtained, thus enabling the exact evaluation of the outage and mean capacity of spatially correlated MIMO channels. Our results are valid for scenarios with the number of transmitting antennas greater than or equal to that of receiving antennas with arbitrary correlation among them. Moreover, the results are valid for an arbitrary number of transmitting and receiving antennas in uncorrelated MIMO channels. It is shown that the capacity loss is negligible even with a correlation coefficient between two adjacent antennas as large as 0 5 for exponential correlation model. Finally, we derive an exact expression for the mean value of the capacity for arbitrary correlation matrices. Index Terms—Eigenvalues distribution, multiple input–multiple output (MIMO), multiple antennas, Rayleighfading channels, Shannon capacity, Wishart matrices. I.
HighSNR power offset in multiantenna communication
 IEEE Transactions on Information Theory
, 2005
"... Abstract—The analysis of the multipleantenna capacity in the high regime has hitherto focused on the high slope (or maximum multiplexing gain), which quantifies the multiplicative increase as a function of the number of antennas. This traditional characterization is unable to assess the impact of ..."
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Cited by 91 (18 self)
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Abstract—The analysis of the multipleantenna capacity in the high regime has hitherto focused on the high slope (or maximum multiplexing gain), which quantifies the multiplicative increase as a function of the number of antennas. This traditional characterization is unable to assess the impact of prominent channel features since, for a majority of channels, the slope equals the minimum of the number of transmit and receive antennas. Furthermore, a characterization based solely on the slope captures only the scaling but it has no notion of the power required for a certain capacity. This paper advocates a more refined characterization whereby, as a function of �f, the high capacity is expanded as an affine function where the impact of channel features such as antenna correlation, unfaded components, etc., resides in the zeroorder term or power offset. The power offset, for which we find insightful closedform expressions, is shown to play a chief role for levels of practical interest. Index Terms—Antenna correlation, channel capacity, coherent communication, fading channels, high analysis, multiantenna arrays, Ricean channels.
Random matrix theory
, 2005
"... Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We includ ..."
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Cited by 81 (4 self)
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Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This article is a survey specifically oriented towards the needs and interests of a numerical analyst. This survey includes some original material not found anywhere else. We include the important mathematics which is a very modern development, as well as the computational software that is transforming the theory into useful practice.
Capacity of MIMO systems with semicorrelated flat fading
 IEEE Trans. on Info. Theory
, 2003
"... Abstract—The primary contribution of this work lies in the derivation of the exact characteristic function (and hence, the mean and variance) of the capacity of multipleinput multipleoutput (MIMO) systems for semicorrelated flatfading channels. A Gaussian approximation to the exact capacity resu ..."
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Cited by 70 (10 self)
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Abstract—The primary contribution of this work lies in the derivation of the exact characteristic function (and hence, the mean and variance) of the capacity of multipleinput multipleoutput (MIMO) systems for semicorrelated flatfading channels. A Gaussian approximation to the exact capacity results is suggested and evaluated for its accuracy. We show that over a range of correlation levels this approximation is adequate even for moderate numbers of transmit and receive antennas. Index Terms—Multipleinput multipleoutput (MIMO) systems, Shannon capacity, spatial correlation. I.