In this paper, we compute two important information-theoretic quantities which arise in the application of multiple-input multiple-output (MIMO) antenna wireless communication systems: the distribution of the mutual information of multiantenna Gaussian channels, and the Gallager random coding upper bound on the error probability achievable by finite-length channel codes. We show that the mathematical problem underpinning both quantities is the computation of certain Hankel determinants generated by deformed versions of classical weight functions. For single-user MIMO systems, it is a deformed Laguerre weight; for multiuser MIMO systems, it is a deformed Jacobi weight. We apply two different methods to characterize each of these Hankel determinants. First, we employ the ladder operators of the corresponding monic rthogonal polynomials to give an exact characterization of the Hankel determinants in terms of Painlevé differential equations. This turns out to be a Painlevé V for the single-user MIMO scenario and a Painlevé VI for the multiuser scenario. We then introduce Coulomb fluid linear statistics methods to derive closed-form approximations for the MIMO mutual information distribution and the error probability which, although formally valid for large matrix dimensions, are shown to give accurate results even when the matrix dimensions are small. Focusing on the single-user mutual information distribution, we then employ the exact Painlevé V representation with the help of the Coulomb fluid linear statistics approximation to yield deeper insights into the scaling behavior in terms of the number of antennas and signal-to-noise ratio (SNR). Among other things, these results allow us to study the asymptotic Gaussianity of the distribution as the number of antennas increase, and to investigate when and why such approximations break down as the SNR increases. Based on the Painlevé, we also derive recursive formulas for explicitly computing in closed form any desired number of correction terms to the asymptotic mean and variance, as well as closed-form asymptotic expressions for any desired number of higher order cumulants. Using these cumulants, we propose new closed-form approximations to the mutual information distribution which are shown to be very accurate, not only in the bulk but also in the tail region of interest for the outage probability.
19 September 2006 in Journal of Physics A: General Physics
We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to orthogonal polynomials with the Hermite weight perturbed by a factor that has a multiple zero at t. We show through a pair of ladder operators, that the diagonal recurrence coefficients satisfy a particular Painleve IV equation for any real multiplicity. If the multiplicity is even they are expressed in terms of the generalized Hermite polynomials, with t as the independent variable.
We consider an exactly solvable random matrix model related to the random transfer matrix model for disordered conductors. In the conventional random matrix models the spacing distribution of nearest neighbor eigenvalues, when expressed in units of average spacing, has a universal behavior known generally as the Wigner distribution. In contrast, our model has a single parameter, as a function of which the spacing distribution crosses over from a Wigner to a distribution which is increasingly more Poisson-like, a feature common to a wide variety of physical systems including disorder and chaos.