Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices

A well-conditioned estimator for large-dimensional covariance matrices

Journal of Multivariate Analysis

Multiple antennas

Wireless communications systems and networks

Eigenvalues of large sample covariance matrices of spiked population models

Journal of Multivariate Analysis

Random matrix theory and wireless communications

Communications and Information Theory

Transmission and reception with multiple antennas: theoretical foundations

Communications and Information Theory

On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices

Journal of Multivariate Analysis

On limit theorem for the eigenvalues of product of two random matrices

Journal of Multivariate Analysis

Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

Journal of Multivariate Analysis

Analysis of Eigenvalue Correction Applied to Biometrics

ICB '09 Proceedings of the Third International Conference on Advances in Biometrics

Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA

Journal of Multivariate Analysis

Generalized consistent estimation on low-rank Krylov subspaces of arbitrarily high dimension

IEEE Transactions on Signal Processing

Random DS/CDMA for the amplify and forward relay channel

IEEE Transactions on Wireless Communications

The effect of finite rate feedback on CDMA signature optimization and MIMO beamforming vector selection

IEEE Transactions on Information Theory

Asymptotic theorems for the product of certain structured random matrices and their application to analysis of synchronous CDMA

IEEE Transactions on Information Theory

On the information rate of MIMO systems with finite rate channel state feedback using beamforming and power on/off strategy

IEEE Transactions on Information Theory

Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues

Journal of Multivariate Analysis

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Journal of Multivariate Analysis

On the limiting spectral distribution of the covariance matrices of time-lagged processes

Journal of Multivariate Analysis

On sample eigenvalues in a generalized spiked population model

Journal of Multivariate Analysis