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A unified complex noncentral Wishart type distribution inspired by massive MIMO systems

Author

Listed:
  • Johannes T. Ferreira

    (Department of Statistics, University of Pretoria)

  • Andriëtte Bekker

    (Department of Statistics, University of Pretoria)

Abstract

The eigenvalue distributions from a complex noncentral Wishart matrix S=XHX has been the subject of interest in various real world applications, where X is assumed to be complex matrix variate normally distributed with nonzero mean M and covariance Σ. This paper focuses on a weighted analytical representation of S to alleviate the restriction of normality; thereby allowing the choice of X to be complex matrix variate elliptically distributed for the practitioner. New results for eigenvalue distributions of more generalised forms are derived under this elliptical assumption, and investigated for certain members of the complex elliptical class. The distribution of the minimum eigenvalue enjoys particular attention. This theoretical investigation has proposed impact in communications systems (where massive datasets can be conveniently formulated in matrix terms), in particular the case where the noncentral matrix has rank one which is useful in practice.

Suggested Citation

  • Johannes T. Ferreira & Andriëtte Bekker, 2019. "A unified complex noncentral Wishart type distribution inspired by massive MIMO systems," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-19, December.
    • Handle: RePEc:spr:jstada:v:6:y:2019:i:1:d:10.1186_s40488-019-0093-3
    DOI: 10.1186/s40488-019-0093-3
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