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We investigate the dynamic behavior of the stationary random process defined by a central complex Wishart matrix ${\rm {W}}(t)$ as it varies along a certain dimension $t$ . We characterize the second-order joint cumulative distribution function (cdf) of the largest eigenvalue, and the second-order joint cdf of the smallest eigenvalue of this matrix. We show that both cdfs can be expressed in exact...
In multiple-input multiple-output (MIMO) systems the communication channel can be split into s parallel single-input single-output eigenchannels. The channel gains associated with these eigenchannels depend on the magnitude of the eigenvalues of the complex random matrix that characterizes the MIMO channel. We present a general framework for the characterization of the dynamics of MIMO channels. In...
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