标度最大特征值的精确分布
On the Exact Distribution of the Scaled Largest Eigenvalue
摘要：
本文研究了复Wishart矩阵的标度最大特征值的分布，它在统计和无线通信中有着广泛的应用。精确的表达式，适用于任何矩阵的尺寸，已经推导出的概率密度函数和累积分布函数。导出的结果只涉及有限的多项式和。这些结果是利用Mellin变换对独立随机变量乘积的性质得到的。
英文摘要：
In this paper we study the distribution of the scaled largest eigenvalue of complexWishart matrices, which has diverse applications both in statistics and wireless communications. Exact expressions, valid for any matrix dimensions, have been derived for the probability density function and the cumulative distribution function. The derived results involve only finite sums of polynomials. These results are obtained by taking advantage of properties of the Mellin transform for products of independent random variables.
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