Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

Details Central limit theorem for signal-to-interference ratio of reduced rank linear receiver Central limit theorem for signal-to-interference ratio of reduced rank linear receiver

2008-06-17

arxiv.org/abs/0806.2768v1

Annals of Applied Probability 2008, Vol. 18, No. 3, 1232-1270

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AAP477 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/07-AAP477

Let $\mathbf{s}_k=\frac{1}{\sqrt{N}}(v_{1k},...,v_{Nk})^T,$ with $\{v_{ik},i,k=1,...\}$ independent and identically distributed complex random variables. Write $\mathbf{S}_k=(\mathbf{s}_1,...,\mathbf {s}_{k-1},\mathbf{s}_{k+1},... ,\mathbf{s}_K),$ $\mathbf{P}_k=\operatorname {diag}(p_1,...,p_{k-1},p_{k+1},...,p_K)$, $\mathbf{R}_k=(\mathbf{S}_k\mathbf{P}_k\mathbf{S}_k^*+\sigma ^2\mathbf{I})$ and $\mathbf{A}_{km}=[\mathbf{s}_k,\mathbf{R}_k\mathbf{s}_k,... ,\mathbf{R}_k^{m-1}\mathbf{s}_k]$. Define $\beta_{km}=p_k\mathbf{s}_k^*\mathbf{A}_{km}(\mathbf {A}_{km}^*\times\ mathbf{R}_k\mathbf{A}_{km})^{-1}\mathbf{A}_{km}^*\mathbf{s}_k$, referred to as the signal-to-interference ratio (SIR) of user $k$ under the multistage Wiener (MSW) receiver in a wireless communication system. It is proved that the output SIR under the MSW and the mutual information statistic under the matched filter (MF) are both asymptotic Gaussian when $N/K\to c>0$. Moreover, we provide a central limit theorem for linear spectral statistics of eigenvalues and eigenvectors of sample covariance matrices, which is a supplement of Theorem 2 in Bai, Miao and Pan [Ann. Probab. 35 (2007) 1532--1572]. And we also improve Theorem 1.1 in Bai and Silverstein [Ann. Probab. 32 (2004) 553--605].

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