ON THE LIMITING MOMENTS OF VANDERMONDE RANDOM MATRICES

Abstract : In this paper, analytical methods for finding moments of random Vandermonde matrices are developed. Vandermonde Matrices play an important role in signal processing and communication applications such as direction of arrival estimation, sampling theory or precoding. Within this framework, we extend classical freeness results on random matrices with i.i.d entries and show that Vandermonde structured matrices can be treated in the same vein with different tools. We focus on various types of Vandermonde matrices, namely Vandermonde matrices with or without uniformly distributed phases. In each case, we provide explicit expressions of the moments of the associated Gram matrix, as well as more advanced models involving the Vandermonde matrix. Comparisons with classical i.i.d. random matrix theory are provided and free deconvolution results are also discussed.
Document type :
Conference papers
Complete list of metadatas

Cited literature [22 references]  Display  Hide  Download

https://hal-supelec.archives-ouvertes.fr/hal-00328165
Contributor : Samir Medina Perlaza <>
Submitted on : Thursday, October 9, 2008 - 7:04:23 PM
Last modification on : Thursday, March 29, 2018 - 11:06:03 AM
Long-term archiving on : Tuesday, October 9, 2012 - 10:37:20 AM

File

C14.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00328165, version 1

Collections

Citation

Oyvind Ryan, Merouane Debbah. ON THE LIMITING MOMENTS OF VANDERMONDE RANDOM MATRICES. WORKSHOP ON PHYSICS-INSPIRED PARADIGMS IN WIRELESS COMMUNICATIONS AND NETWORKS, Apr 2008, Germany. 10 p. ⟨hal-00328165⟩

Share

Metrics

Record views

108

Files downloads

147