Random Matrices, Integrals and Space-time Systems随机矩阵，积分时间与空间系统.pptVIP

Random Matrices, Integrals and Space-time Systems Babak Hassibi California Institute of Technology DIMACS Workshop on Algebraic Coding and Information Theory, Dec 15-18, 2003 Outline Overview of multi-antenna systems Random matrices Rotational-invariance Eigendistributions Orthogonal polynomials Some important integrals Applications Open problems Introduction We will be interested in multi-antenna systems of the form: Some Questions What is the capacity? What are the capacity-achieving input distributions? For specific input distributions, what is the mutual information and/or cut-off rates? What are the (pairwise) probability of errors? Random Matrices Rotational-Invariance Isotropically-Random Unitary Matrices A Fourier Representation A Few Theorems Some Jacobians Eigendistributions Some Examples Wishart matrices, , where G is Ratio of Wishart matrices, I.r. unitary matrix. Eigenvalues are on the unit circle and the distribution of the phases are: The Marginal Distribution Orthogonal Polynomials What was just described was the connection between random matrices and orthogonal polynomials. For Wishart matrices, Laguerre polynomials arise. For ratios of Wishart matrices it is Jacobi polynomials, and for i.r. unitary matrices it is the complex exponential functions (orthogonal on the unit circle). Theorem 5 gives a Christoffel-Darboux sum and so The above sum gives a uniform way to obtain the asymptotic distribution of the marginal pdf and to obtain results such as Wigner’s semi-circle law. Remark Coherent Channels A Useful Integral Formula An Exponential Integral Characteristic Function Non-coherent Channels Mutual Information Other Problems Mutual information for almost any input distribution on D can be computed. Cut-off rates for coherent and non-coherent channels for many input distributions (Gaussian, i.r. unitary, etc.) can be computed. Characteristic function for coherent channel capacit