Tails of Random Matrix Diagonal Elements: The Case of the Wishart Inverse


and γ = [ IN + ρH H ]−1 11 , where H is a M × N complex Gaussian matrix with independent entries and M ≥ N . These diagonal entries are related to the “signal to interference and noise ratio” (SINR) in multi-antenna communications. They depend not only on the eigenvalues but also on the corresponding eigenfunction weights, which we are able to evaluate on… (More)

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