Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
By Guangming Pan, Wang Zhou. 2008
96 citations recorded by the source corpus.
Let , with {vik, i, k=1, …} independent and identically distributed complex random variables. Write Sk=(s1, …, sk-1, sk+1, …, sK), Pk=diag(p1, …, pk-1, pk+1, …, pK), Rk=(SkPkSk*+s2I) and Akm=[sk, Rksk, …, Rkm-1sk]. Define skm=pksk*Akm(Akm*×RkAkm)-1Akm*sk, 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?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 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].
Subfields: Computer Networks and Communications, Electrical and Electronic Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/34ae5bf1129bbf1835786cdd583e3ba91248f490
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Citations in the corpus
- On the sphericity test with large-dimensional observations (2013, background): “evised in Bai et al. (2009) and Bai et al. (2012). The central tool is a CLT for linear spectral statistics of sample covariance matrices established in Bai and Silverstein (2004) and later refined in Pan and Zhou (2008). The paper also contains an original contribution on this CLT reported in the Ap”
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (2014, background): “There have been many efforts in the literature for removing this restriction, see Lytova and Pastur [16] and Pan and Zhou [18].”
- Eigenvectors of some large sample covariance matrix ensembles (2009, unknown): “[22]), wireless communication, finance.”