학술논문

Eigenvalue Results for Large Scale Random Vandermonde Matrices With Unit Complex Entries
Document Type
Periodical
Source
IEEE Transactions on Information Theory IEEE Trans. Inform. Theory Information Theory, IEEE Transactions on. 57(6):3938-3954 Jun, 2011
Subject
Communication, Networking and Broadcast Technologies
Signal Processing and Analysis
Eigenvalues and eigenfunctions
Density measurement
Random variables
Fourier series
Joints
Algebra
Phase measurement
Eigenvalues
limiting distribution
random matrices
Vandermonde matrices
Language
ISSN
0018-9448
1557-9654
Abstract
This paper centers on the limit eigenvalue distribution for random Vandermonde matrices with unit magnitude complex entries. The phases of the entries are chosen independently and identically distributed from the interval $[-\pi,\pi]$ . Various types of distribution for the phase are considered and we establish the existence of the empirical eigenvalue distribution in the large matrix limit on a wide range of cases. The rate of growth of the maximum eigenvalue is examined and shown to be no greater than $O(\log N)$ and no slower than $O(\log N/\log\log N)$ where $N$ is the dimension of the matrix. Additional results include the existence of the capacity of the Vandermonde channel (limit integral for the expected log determinant).