Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/209316
Title: Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications
Authors: Khalil Elkhalil;Abla Kammoun;Tareq Y. Al-Naffouri;Mohamed-Slim Alouini
Year: 2017
Publisher: IEEE
Abstract: This letter focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment-based approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.
URI: http://localhost/handle/Hannan/209316
volume: 24
issue: 9
More Information: 1353,
1357
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7994691.pdf103.61 kBAdobe PDF
Title: Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications
Authors: Khalil Elkhalil;Abla Kammoun;Tareq Y. Al-Naffouri;Mohamed-Slim Alouini
Year: 2017
Publisher: IEEE
Abstract: This letter focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment-based approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.
URI: http://localhost/handle/Hannan/209316
volume: 24
issue: 9
More Information: 1353,
1357
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7994691.pdf103.61 kBAdobe PDF
Title: Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications
Authors: Khalil Elkhalil;Abla Kammoun;Tareq Y. Al-Naffouri;Mohamed-Slim Alouini
Year: 2017
Publisher: IEEE
Abstract: This letter focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability, especially in high-dimensional settings. This letter provides a numerically stable method that efficiently computes the positive moments in closed form. The developed expressions are more accurate and can lead to higher accuracy levels when fed to moment-based approaches. As an application, we show how the obtained moments can be used to approximate the marginal distribution of the eigenvalues of random Gram matrices.
URI: http://localhost/handle/Hannan/209316
volume: 24
issue: 9
More Information: 1353,
1357
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7994691.pdf103.61 kBAdobe PDF