1997
DOI: 10.1006/dspr.1997.0287
|View full text |Cite
|
Sign up to set email alerts
|

Eigenelement Statistics of Sample Covariance Matrix in the Correlated Data Case

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
2
1

Citation Types

0
9
0

Year Published

2002
2002
2019
2019

Publication Types

Select...
3
2

Relationship

0
5

Authors

Journals

citations
Cited by 5 publications
(9 citation statements)
references
References 11 publications
0
9
0
Order By: Relevance
“…5 Hence, converges to as with probability one [16]. Then, from (21), we can see that uniformly as with probability one.…”
Section: Discussionmentioning
confidence: 88%
See 2 more Smart Citations
“…5 Hence, converges to as with probability one [16]. Then, from (21), we can see that uniformly as with probability one.…”
Section: Discussionmentioning
confidence: 88%
“…Then, from the definition in (71), we get uniformly with probability one as . To show that is the unique global minimum point of in , first, note from (5) and (71) (16). Thus, the rank of the matrix is .…”
Section: Discussionmentioning
confidence: 98%
See 1 more Smart Citation
“…Noticing from the definition (2), we realize that the derivation of the asymptotic eigenvalue distri bution of the channel matrix is similar to the problem solved in [9,10]. In fact, if By.…”
Section: Momentsmentioning
confidence: 82%
“…In fact, if By. would be required to be Toeplitz, the prob lem would be almost identical to that in [10].…”
Section: Momentsmentioning
confidence: 99%