Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems

DOI10.1239/aap/1231340164zbMath1255.60039arXiv0712.3650OpenAlexW3101010580MaRDI QIDQ3603197

Anne Fey, Remco van der Hofstad, Marten J. Klok

Publication date: 16 February 2009

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.3650

zbMATH Keywords

eigenvaluelarge deviationsample covariance matrixCDMA with soft-decision parallel interference cancellation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Large deviations (60F10) Sampling theory in information and communication theory (94A20)

Related Items (15)

Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Large deviations for the largest eigenvalue of sub-Gaussian matrices ⋮ Spectral distributions of adjacency and Laplacian matrices of random graphs ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Large deviations of the extreme eigenvalues of random deformations of matrices ⋮ Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles ⋮ Large deviations of extremal eigenvalues of sample covariance matrices ⋮ Small deviation estimates for the largest eigenvalue of Wigner matrices ⋮ Confidence bands for Horvitz-Thompson estimators using sampled noisy functional data ⋮ Local inhomogeneous circular law ⋮ Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices ⋮ Asymptotic analysis for extreme eigenvalues of principal minors of random matrices ⋮ Large deviations for the largest eigenvalue of Rademacher matrices ⋮ Large-deviation asymptotics of condition numbers of random matrices

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