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4 papers · 2 filters
Fluctuations of an improved population eigenvalue estimator in sample covariance matrix models
Jianfeng Yao, Romain Couillet, Jamal Najim +1
This article provides a central limit theorem for a consistent estimator of population eigenvalues with large multiplicities based on sample covariance matrices. The focus is on li…
A Subspace Estimator for Fixed Rank Perturbations of Large Random Matrices
Walid Hachem, Philippe Loubaton, X. Mestre +2
This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case w…
Performance of mutual information inference methods under unknown interference
Abla Kammoun, Romain Couillet, Jamal Najim +1
The problem of fast point-to-point MIMO channel mutual information estimation is addressed, in the situation where the receiver undergoes unknown colored interference, whereas the…
Simplicial Homology of Random Configurations
Laurent Decreusefond, Eduardo Ferraz, Hugues Randriam +1
Given a Poisson process on a -dimensional torus, its random geometric simplicial complex is the complex whose vertices are the points of the Poisson process and simplices are gi…