Central limit theorem for signal-to-interference ratio of reduced rank linear receiver (Q930686)

Let \(\mathbf{s}_{k}=\frac{1}{\sqrt{N}}(v_{1k},\ldots,v_{Nk})^{T}\), with \(\{v_{ik}, i, k=1, \dots\}\) independent and identically distributed complex random variables. Write \(S_k=(s_1,\dots , s_k-1, s_k+1,\dots, s_K)\), \(P_k=\text{diag}(p_1,\dots , p_k-1, p_k+1,\dots , p_K)\), \(R_k=(S_k P_k S_k^*+\sigma^2 I)\) and \(A_{km}=[s_k, R_ks_k,\dots , R_{km}-1s_k]\). Define \(\beta k_m=p_ks_k^*A_{km}(A_{km}^*\times R_kA_km)-1A_{km}^*s_k\), referred to as the signal-to-interference ratio (SIR) of user \(k\) under the multistage Wiener (MSW) receiver in a wireless communication system. It is proved that the output SIR under the MSW and the mutual information statistic under the matched filter (MF) are both asymptotic Gaussian when \(N/K\to c>0\). Moreover, we provide a central limit theorem for linear spectral statistics of eigenvalues and eigenvectors of sample covariance matrices, which is a supplement of Theorem 2 in \textit{Z. D. Bai} et al. [Ann. Probab. 35, No. 4, 1532--1572 (2007; Zbl 1162.15012)]. And we also improve Theorem 1.1 in \textit{Z. D. Bai} and \textit{J. W. Silverstein} [Ann. Probab.~32, 553--605 (2004; Zbl 1063.60022)].