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

DOI10.1214/07-AAP477zbMATH Open1153.15315arXiv0806.2768MaRDI QIDQ930686FDOQ930686

Wang Zhou, Guangming Pan

Publication date: 1 July 2008

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

Abstract: Let $mathbf{s}_k=frac1sqrtN(v_{1k},\mathrm{...},v_{Nk}{)}^T,$ with $v_{ik},i,k=1,\mathrm{...}$ independent and identically distributed complex random variables. Write $mathbf{S}_k=(mathbf{s}_1,\mathrm{...},mathbf{s}_{k-1},mathbf{s}_{k+1},\mathrm{...},mathbf{s}_K),$ $mathbf{P}_k=operatornamediag(p_1,\mathrm{...},p_{k-1},p_{k+1},\mathrm{...},p_K)$, $mathbf{R}_k=(mathbf{S}_{k}mathbf{P}_{k}mathbf{S}_k^{*}+sigm{a}^{2}mathbfI)$ and $mathbf{A}_{km}=[mathbf{s}_k,mathbf{R}_{k}mathbf{s}_k,\mathrm{...},mathbf{R}_k^{m-1}mathbf{s}_k]$. Define $$, 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 $N/Koc>0$. 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 Bai, Miao and Pan [Ann. Probab. 35 (2007) 1532--1572]. And we also improve Theorem 1.1 in Bai and Silverstein [Ann. Probab. 32 (2004) 553--605].

Full work available at URL: https://arxiv.org/abs/0806.2768

zbMATH Keywords

Stieltjes transformSIRcentral limit theoremempirical distributionrandom matricesrandom quadratic forms

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

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