On Marginal Distributions of the Ordered Eigenvalues of Certain Random Matrices

被引：0
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作者：
Haochuan Zhang
Shi Jin
Xin Zhang
Dacheng Yang
机构：
[1] Beijing University of Posts and Telecommunications,School of Information and Communication Engineering
[2] Southeast University,National Mobile Communications Research Laboratory
来源：
EURASIP Journal on Advances in Signal Processing | / 2010卷
关键词：
Fading Channel; Power Allocation; Marginal Distribution; Channel State Information; Outage Probability;
D O I：
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学科分类号：
摘要：
This paper presents a general expression for the marginal distributions of the ordered eigenvalues of certain important random matrices. The expression, given in terms of matrix determinants, is compacter in representation and more efficient in computational complexity than existing results in the literature. As an illustrative application of the new result, we then analyze the performance of the multiple-input multiple-output singular value decomposition system. Analytical expressions for the average symbol error rate and the outage probability are derived, assuming the general double-scattering fading condition.
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