Matrix analysis
On Limits of Wireless Communications in a Fading Environment when UsingMultiple Antennas
Wireless Personal Communications: An International Journal
Topics in complex random matrices and information theory
Topics in complex random matrices and information theory
MIMO networks: the effects of interference
IEEE Transactions on Information Theory
IEEE Transactions on Wireless Communications
Capacity of MIMO Rician channels
IEEE Transactions on Wireless Communications
On the capacity of doubly correlated MIMO channels
IEEE Transactions on Wireless Communications
On the capacity of spatially correlated MIMO Rayleigh-fading channels
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory
Capacity of MIMO systems with semicorrelated flat fading
IEEE Transactions on Information Theory
IEEE Transactions on Information Theory
Largest eigenvalue of complex Wishart matrices and performance analysis of MIMO MRC systems
IEEE Journal on Selected Areas in Communications
A review on spectrum sensing for cognitive radio: challenges and solutions
EURASIP Journal on Advances in Signal Processing - Special issue on advanced signal processing for cognitive radio networks
Analytical comparison of power allocation methods in MIMO systems with singular value decomposition
GLOBECOM'09 Proceedings of the 28th IEEE conference on Global telecommunications
MIMO networks: the effects of interference
IEEE Transactions on Information Theory
On the condition number distribution of complex wishart matrices
IEEE Transactions on Communications
Mutual information statistics and beamforming performance analysis of optimized LoS MIMO systems
IEEE Transactions on Communications
On marginal distributions of the ordered eigenvalues of certain random matrices
EURASIP Journal on Advances in Signal Processing
Journal of Multivariate Analysis
Multimode transmission in network MIMO downlink with incomplete CSI
EURASIP Journal on Advances in Signal Processing - Special issue on cooperative MIMO multicell networks
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Random matrices play a crucial role in the design and analysis of multiple-input multiple-output (MIMO) systems. In particular, performance of MIMO systems depends on the statistical properties of a subclass of random matrices known as Wishart when the propagation environment is characterized by Rayleigh or Rician fading. This paper focuses on the stochastic analysis of this class of matrices and proposes a general methodology to evaluate some multiple nested integrals of interest. With this methodology we obtain a closed-form expression for the joint probability density function of k consecutive ordered eigenvalues and, as a special case, the PDF of the lth ordered eigenvalue of Wishart matrices. The distribution of the largest eigenvalue can be used to analyze the performance of MIMO maximal ratio combining systems. The PDF of the smallest eigenvalue can be used for MIMO antenna selection techniques. Finally, the PDF the kth largest eigenvalue finds applications in the performance analysis of MIMO singular value decomposition systems.