Publication Date:
2005
abstract:
In this paper, we investigate the statistical properties of the largest and the smallest eigenvalue of Wishart matrices. The results we obtained are very general as they can be used for central and non central uncorrelated and central correlated Wishart. Furthermore, we derive a very concise expression for the probability density function of the largest and the smallest eigenvalue of a Wishart matrix. Numerical results for Multi-Input-Multi-Output with maximal ratio combining show that in case of correlated Rayleigh fading, the presence of correlation plays a different role depending on the value of signal-to-noise ratio
Iris type:
04.01 Contributo in Atti di convegno
List of contributors: