November 2012
Beginner
534 pages
17h 2m
English
book
Cognitive Radio Communication and Networking: Principles and Practice
by Husheng Li, Zhen Hu, Michael C. Wicks, Robert Caiming Qiu
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5.5 Case Studies and Applications
5.5.1 Fundamental Example of Using Large Random Matrix
We follow [279] for this development. Define an M × N complex matrix as
where (Xij)1≤i≤M, 1≤j≤N are (a number of MN) i.i.d. complex Gaussian variables 
. x1, x2, …, xN are columns of X. The covariance matrix R is
The empirical covariance matrix is defined as
In practice, we are interested in the behavior of the empirical distribution of the eigenvalues of 
for large M and N. For example, how do the histograms of the eigenvalues (λi)i=1, …, M of 
behave when M and N increase? It is well known that when M is fixed, but N increases, that is, 
is small, the large law of large numbers requires
In other words, ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.