Roy's largest root under rank-one perturbations: the complex valued case and applications.
Roy's largest root under rank-one perturbations: the complex valued case and applications.
复制标题
罗伊在一级扰动下的最大根源：复杂的有价值的案例和应用。
DOI：
10.1016/j.jmva.2019.05.009
复制
发表时间：
2019
影响因子：
1.6
通讯作者：
Shwartz,Ofer
中科院分区：
文献类型：
--
作者：
Dharmawansa,Prathapasinghe;Nadler,Boaz;Shwartz,Ofer
The largest eigenvalue of a single or a double Wishart matrix, both known as Roy’s largest root, plays an important role in a variety of applications. Recently, via a small noise perturbation approach with fixed dimension and degrees of freedom, Johnstone and Nadler derived simple yet accurate approximations to its distribution in the real valued case, under a rank-one alternative. In this paper, we extend their results to the complex valued case for five common single matrix and double matrix settings. In addition, we study the finite sample distribution of the leading eigenvector. We present the utility of our results in several signal detection and communication applications, and illustrate their accuracy via simulations.
DOI：
10.1214/08-aoas220
发表时间：
2009
期刊：
The annals of applied statistics
影响因子：
--
作者：
Johnstone IM
通讯作者：
Johnstone IM
噪声协方差矩阵任意时信号个数的检测
影响因子：
1.6
作者：
L. Zhao;P. R. Krishnaiah;Z. Bai
通讯作者：
Z. Bai
高信噪比下的 1 阶 Ricean MIMO 信道的几何研究
DOI：
10.1109/isit.2004.1365101
发表时间：
2004
期刊：
International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings.
影响因子：
--
作者：
J. Hansen;H. Bölcskei
通讯作者：
H. Bölcskei