The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish so...The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.展开更多
Properties from random matrix theory allow us to uncover naturally embedded signals from different data sets. While there are many parameters that can be changed, including the probability distribution of the entries,...Properties from random matrix theory allow us to uncover naturally embedded signals from different data sets. While there are many parameters that can be changed, including the probability distribution of the entries, the introduction of noise, and the size of the matrix, the resulting eigenvalue and eigenvector distributions remain relatively unchanged. However, when there are certain anomalous eigenvalues and their corresponding eigenvectors that do not follow the predicted distributions, it could indicate that there’s an underlying non-random signal inside the data. As data and matrices become more important in the sciences and computing, so too will the importance of processing them with the principles of random matrix theory.展开更多
Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-In...Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-Input Multiple-Output (MIMO) scheme for spectrum sensing is proposed,which shows how asymptotic free property of random matrices and the property of Wishart distribution can be used to assist spectrum sensing for Cognitive Radios (CRs). Simulations over Rayleigh fading and AWGN channels demonstrate the proposed scheme has better detection performance compared with the energy detection techniques even in the case of a small sample of observations.展开更多
文摘The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.
文摘Properties from random matrix theory allow us to uncover naturally embedded signals from different data sets. While there are many parameters that can be changed, including the probability distribution of the entries, the introduction of noise, and the size of the matrix, the resulting eigenvalue and eigenvector distributions remain relatively unchanged. However, when there are certain anomalous eigenvalues and their corresponding eigenvectors that do not follow the predicted distributions, it could indicate that there’s an underlying non-random signal inside the data. As data and matrices become more important in the sciences and computing, so too will the importance of processing them with the principles of random matrix theory.
基金Supported by the National Natural Science Foundation of China (No.60972039)Natural Science Foundation of Jiangsu Province (No.BK2007729)Natural Science Funding of Jiangsu Province (No.06KJA51001)
文摘Random Matrix Theory (RMT) is a valuable tool for describing the asymptotic behavior of multiple systems,especially for large matrices. In this paper,using asymptotic random matrix theory,a new cooperative Multiple-Input Multiple-Output (MIMO) scheme for spectrum sensing is proposed,which shows how asymptotic free property of random matrices and the property of Wishart distribution can be used to assist spectrum sensing for Cognitive Radios (CRs). Simulations over Rayleigh fading and AWGN channels demonstrate the proposed scheme has better detection performance compared with the energy detection techniques even in the case of a small sample of observations.
