A Note on Functional Averages over Gaussian Ensembles

Gabriel H. Tucci and Maria V. Vega

Journal of Probability and Statistics, 2013, vol. 2013, 1-6

Abstract:

We find a new formula for matrix averages over the Gaussian ensemble. Let be an Gaussian random matrix with complex, independent, and identically distributed entries of zero mean and unit variance. Given an positive definite matrix and a continuous function such that for every , we find a new formula for the expectation . Taking gives another formula for the capacity of the MIMO communication channel, and taking gives the MMSE achieved by a linear receiver.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:941058

DOI: 10.1155/2013/941058

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