Deterministic equivalents for certain functionals of large random matrices

DOI10.1214/105051606000000925zbMath1181.15043arXivmath/0507172MaRDI QIDQ2456047

Walid Hachem, Jamal Najim, Philippe Loubaton

Publication date: 17 October 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507172

zbMATH Keywords

Stieltjes transform; random matrix theory; empirical distribution of the eigenvalues; multiple input/multiple output wireless digital communication channels

Mathematics Subject Classification ID

60F15: Strong limit theorems

44A15: Special integral transforms (Legendre, Hilbert, etc.)

15A18: Eigenvalues, singular values, and eigenvectors

15B52: Random matrices (algebraic aspects)

Related Items

A CLT for information-theoretic statistics of Gram random matrices with a given variance profile, Rectangular random matrices, related convolution

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