Joint and Marginal Eigenvalue Distributions of (Non)Central Complex Wishart Matrices and PDF-Based Approach for Characterizing the Capacity Statistics of MIMO Ricean and Rayleigh Fading Channels

This paper characterizes the eigenvalue distributions of full-rank Hermitian matrices generated from a set of independent (non)zero-mean proper complex Gaussian random vectors with a scaled-identity covariance matrix. More specifically, the joint and marginal cumulative distribution function (CDF) of any subset of unordered eigenvalues of the so-called… (More)