Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications

Handle URI:
http://hdl.handle.net/10754/625287
Title:
Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications
Authors:
Elkhalil, Khalil ( 0000-0001-7656-3246 ) ; Kammoun, Abla ( 0000-0002-0195-3159 ) ; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 )
Abstract:
This paper 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.
KAUST Department:
Electrical Engineering Program
Citation:
Elkhalil K, Kammoun A, Al-Naffouri TY, Alouini M-S (2017) Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications. IEEE Signal Processing Letters 24: 1353–1357. Available: http://dx.doi.org/10.1109/LSP.2017.2731373.
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
IEEE Signal Processing Letters
Issue Date:
31-Jul-2017
DOI:
10.1109/LSP.2017.2731373
Type:
Article
ISSN:
1070-9908; 1558-2361
Sponsors:
This work was funded by a CRG3 grant from the office of competitive research (OCRF) at KAUST.
Additional Links:
http://ieeexplore.ieee.org/document/7994691/
Appears in Collections:
Articles; Electrical Engineering Program

Full metadata record

DC FieldValue Language
dc.contributor.authorElkhalil, Khalilen
dc.contributor.authorKammoun, Ablaen
dc.contributor.authorAl-Naffouri, Tareq Y.en
dc.contributor.authorAlouini, Mohamed-Slimen
dc.date.accessioned2017-08-03T11:56:25Z-
dc.date.available2017-08-03T11:56:25Z-
dc.date.issued2017-07-31en
dc.identifier.citationElkhalil K, Kammoun A, Al-Naffouri TY, Alouini M-S (2017) Numerically Stable Evaluation of Moments of Random Gram Matrices With Applications. IEEE Signal Processing Letters 24: 1353–1357. Available: http://dx.doi.org/10.1109/LSP.2017.2731373.en
dc.identifier.issn1070-9908en
dc.identifier.issn1558-2361en
dc.identifier.doi10.1109/LSP.2017.2731373en
dc.identifier.urihttp://hdl.handle.net/10754/625287-
dc.description.abstractThis paper 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.en
dc.description.sponsorshipThis work was funded by a CRG3 grant from the office of competitive research (OCRF) at KAUST.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.relation.urlhttp://ieeexplore.ieee.org/document/7994691/en
dc.rights(c) 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.en
dc.subjectGram matricesen
dc.subjectone sided correlationen
dc.subjectpositive momentsen
dc.subjectLaguerre polynomialsen
dc.titleNumerically Stable Evaluation of Moments of Random Gram Matrices With Applicationsen
dc.typeArticleen
dc.contributor.departmentElectrical Engineering Programen
dc.identifier.journalIEEE Signal Processing Lettersen
dc.eprint.versionPost-printen
kaust.authorElkhalil, Khalilen
kaust.authorKammoun, Ablaen
kaust.authorAl-Naffouri, Tareq Y.en
kaust.authorAlouini, Mohamed-Slimen
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