Deterministic equivalents for certain functionals of large random matrices (Q2456047): Difference between revisions

The main result proved in this paper is the existence of the deterministic \(N\times N\) matrix-valued function \(T_n(z)\) analytic in \(C-\mathbb{R}^+\) such that, almost surely: \[ \lim_{n\to\infty,\frac Nn\to e}\left(\frac 1N\text{Trace}(\Sigma_n\Sigma^T_n-zI_N)^{-1}-\frac 1N\text{Trace}\,T_n(z)\right)=0 \] where \(\Sigma_n=Y_n+A_n\), \(Y_n\) is an \(N\times n\) random matrix, \(A_n\) is a deterministic \(N\times n\) matrix. Otherwise stated is the existence of the deterministic approximation of the empirical Stieltjes transform, as well as the deterministic approximation of the mutual information of a multiple input/multiple output wireless digital communication channels.