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Distribution of ordered eigenvalues of Wishart matrices

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3 Author(s)
Kwan, R. ; Sch. of Eng. Sci., Simon Fraser Univ., BC ; Leung, C. ; Ho, P.

Simple, exact and computationally efficient expressions for the cumulative distribution function and the probability density function of the lth largest eigenvalue of a Wishart matrix are presented. The results are important in the performance analysis of multiple-input, multiple-output systems operating over Rayleigh fading channels

Published in:

Electronics Letters  (Volume:43 ,  Issue: 5 )