Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
An Upper Bound to the Marginal PDF of the Ordered Eigenvalues of Wishart Matrices and Its
 

Summary: An Upper Bound to the Marginal PDF of the
Ordered Eigenvalues of Wishart Matrices and Its
Application to MIMO Diversity Analysis
Hong Ju Park and Ender Ayanoglu
Center for Pervasive Communications and Computing
Department of Electrical Engineering and Computer Science
University of California, Irvine
Email: hjpark@uci.edu, ayanoglu@uci.edu
Abstract--Diversity analysis of a number of multiple-input
multiple-output (MIMO) applications requires the calculation of
the expectation of a function whose variables are the ordered
multiple eigenvalues of the Wishart matrices. To solve this, we
need the marginal pdf of an arbitrary subset of the ordered
eigenvalues. The marginal pdf shown in the literature is useful
in numerical analysis, but not beneficial to diversity analysis.
In this paper, we derive an upper bound to the marginal pdf
of the eigenvalues. The derivation is based on the multiple
integration of the well-known joint pdf, which is very complicated
due to the exponential factors of the joint pdf. We suggest
an alternative function that provides simpler calculation of the

  

Source: Ayanoglu, Ender - Department of Electrical and Computer Engineering, University of California, Irvine

 

Collections: Engineering