On bilinear forms based on the resolvent of large random matrices

DOI10.1214/11-AIHP450zbMath1272.15020arXiv1004.3848OpenAlexW2017262500MaRDI QIDQ1943319

Philippe Loubaton, Jamal Najim, Pascal Vallet, Walid Hachem

Publication date: 19 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.3848

zbMATH Keywords

Stieltjes transformbilinear formsrandom matrixsignal processingspectral normempirical distribution of the eigenvalueswireless communication system

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Quadratic and bilinear forms, inner products (15A63)

Related Items (7)

Gaussian fluctuations for linear spectral statistics of large random covariance matrices ⋮ The Shannon’s mutual information of a multiple antenna time and frequency dependent channel: An ergodic operator approach ⋮ On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series ⋮ Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices ⋮ Spectral Convergence of Large Block-Hankel Gaussian Random Matrices ⋮ A CLT for linear spectral statistics of large random information-plus-noise matrices ⋮ Anisotropic local laws for random matrices

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