On the probability that all eigenvalues of Gaussian, Wishart, and double Wishart random matrices lie within an interval

We derive the probability that all eigenvalues of a random matrix $\bf M$ lie within an arbitrary interval $[a,b]$, $\psi(a,b)\triangleq\Pr\{a\leq\lambda_{\min}({\bf M}), \lambda_{\max}({\bf M})\leq b\}$, when $\bf M$ is a real or complex finite dimensional Wishart, double Wishart, or Gaussian symmetric/Hermitian matrix. We give efficient recursive formulas allowing the exact evaluation of $\psi(a,b)$ for Wishart matrices, even with large number of variates and degrees of freedom. We also prove that the probability that all eigenvalues are within the limiting spectral support (given by the Mar{\v{c}}enko-Pastur or the semicircle laws) tends for large dimensions to the universal values $0.6921$ and $0.9397$ for the real and complex cases, respectively. Applications include improved bounds for the probability that a Gaussian measurement matrix has a given restricted isometry constant in compressed sensing.Comment: IEEE Transactions on Information Theory, 201

Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance

Let ${\bf X, Y}$ denote two independent real Gaussian $\mathsf{p} \times \mathsf{m}$ and $\mathsf{p} \times \mathsf{n}$ matrices with $\mathsf{m}, \mathsf{n} \geq \mathsf{p}$, each constituted by zero mean i.i.d. columns with common covariance. The Roy's largest root criterion, used in multivariate analysis of variance (MANOVA), is based on the statistic of the largest eigenvalue, $\Theta_1$, of ${\bf{(A+B)}}^{-1} \bf{B}$, where ${\bf A =X X}^T$ and ${\bf B =Y Y}^T$ are independent central Wishart matrices. We derive a new expression and efficient recursive formulas for the exact distribution of $\Theta_1$. The expression can be easily calculated even for large parameters, eliminating the need of pre-calculated tables for the application of the Roy's test

High-Throughput Random Access via Codes on Graphs

Recently, contention resolution diversity slotted ALOHA (CRDSA) has been introduced as a simple but effective improvement to slotted ALOHA. It relies on MAC burst repetitions and on interference cancellation to increase the normalized throughput of a classic slotted ALOHA access scheme. CRDSA allows achieving a larger throughput than slotted ALOHA, at the price of an increased average transmitted power. A way to trade-off the increment of the average transmitted power and the improvement of the throughput is presented in this paper. Specifically, it is proposed to divide each MAC burst in k sub-bursts, and to encode them via a (n,k) erasure correcting code. The n encoded sub-bursts are transmitted over the MAC channel, according to specific time/frequency-hopping patterns. Whenever n-e>=k sub-bursts (of the same burst) are received without collisions, erasure decoding allows recovering the remaining e sub-bursts (which were lost due to collisions). An interference cancellation process can then take place, removing in e slots the interference caused by the e recovered sub-bursts, possibly allowing the correct decoding of sub-bursts related to other bursts. The process is thus iterated as for the CRDSA case.Comment: Presented at the Future Network and MobileSummit 2010 Conference, Florence (Italy), June 201

Generalized Stability Condition for Generalized and Doubly-Generalized LDPC Codes

In this paper, the stability condition for low-density parity-check (LDPC) codes on the binary erasure channel (BEC) is extended to generalized LDPC (GLDPC) codes and doublygeneralized LDPC (D-GLDPC) codes. It is proved that, in both cases, the stability condition only involves the component codes with minimum distance 2. The stability condition for GLDPC codes is always expressed as an upper bound to the decoding threshold. This is not possible for D-GLDPC codes, unless all the generalized variable nodes have minimum distance at least 3. Furthermore, a condition called derivative matching is defined in the paper. This condition is sufficient for a GLDPC or DGLDPC code to achieve the stability condition with equality. If this condition is satisfied, the threshold of D-GLDPC codes (whose generalized variable nodes have all minimum distance at least 3) and GLDPC codes can be expressed in closed form.Comment: 5 pages, 2 figures, to appear in Proc. of IEEE ISIT 200

MIMO Networks: the Effects of Interference

Multiple-input/multiple-output (MIMO) systems promise enormous capacity increase and are being considered as one of the key technologies for future wireless networks. However, the decrease in capacity due to the presence of interferers in MIMO networks is not well understood. In this paper, we develop an analytical framework to characterize the capacity of MIMO communication systems in the presence of multiple MIMO co-channel interferers and noise. We consider the situation in which transmitters have no information about the channel and all links undergo Rayleigh fading. We first generalize the known determinant representation of hypergeometric functions with matrix arguments to the case when the argument matrices have eigenvalues of arbitrary multiplicity. This enables the derivation of the distribution of the eigenvalues of Gaussian quadratic forms and Wishart matrices with arbitrary correlation, with application to both single user and multiuser MIMO systems. In particular, we derive the ergodic mutual information for MIMO systems in the presence of multiple MIMO interferers. Our analysis is valid for any number of interferers, each with arbitrary number of antennas having possibly unequal power levels. This framework, therefore, accommodates the study of distributed MIMO systems and accounts for different positions of the MIMO interferers.Comment: Submitted to IEEE Trans. on Info. Theor