Annals of Applied Probability

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

G. M. Pan and W. Zhou

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Let $\mathbf{s}_{k}=\frac{1}{\sqrt{N}}(v_{1k},\ldots,v_{Nk})^{T}$, with {vik, i, k=1, …} independent and identically distributed complex random variables. Write Sk=(s1, …, sk−1, sk+1, …, sK), Pk=diag(p1, …, pk−1, pk+1, …, pK), Rk=(SkPkSk*+σ2I) and Akm=[sk, Rksk, …, Rkm−1sk]. Define βkm=pksk*Akm(Akm*×RkAkm)−1Akm*sk, 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/Kc>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].

Article information

Ann. Appl. Probab., Volume 18, Number 3 (2008), 1232-1270.

First available in Project Euclid: 26 May 2008

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Zentralblatt MATH identifier

Primary: 15A52 62P30: Applications in engineering and industry
Secondary: 60F05: Central limit and other weak theorems 62E20: Asymptotic distribution theory

Random quadratic forms SIR random matrices empirical distribution Stieltjes transform central limit theorem


Pan, G. M.; Zhou, W. Central limit theorem for signal-to-interference ratio of reduced rank linear receiver. Ann. Appl. Probab. 18 (2008), no. 3, 1232--1270. doi:10.1214/07-AAP477.

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