Eigenvalue Distributions of Sums and Products of Large Random Matrices Via Incremental Matrix Expansions

DOI10.1109/TIT.2008.920221zbMATH Open1328.94021arXivcs/0511054MaRDI QIDQ3604422FDOQ3604422

Authors: Matthew J. M. Peacock, Iain B. Collings, Michael L. Honig 

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common assumptions, and matches the results obtained from using R- and S-transforms in free probability theory. We also give a direct derivation of the a.e.d. of the sum of certain random matrices which are not free. This is used to determine the asymptotic signal-to-interference-ratio of a multiuser CDMA system with a minimum mean-square error linear receiver.

Full work available at URL: https://arxiv.org/abs/cs/0511054

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Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Communication theory (94A05)

Cited In (4)

• Stability of sums of operators
• On the asymptotic eigenvalue distribution of concatenated vector-valued fading channels
• Distributed linear regression by averaging
• On marginal distributions of the ordered eigenvalues of certain random matrices

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