Applications of Large Random Matrices in Communications Engineering

TL;DR

This paper reviews advanced mathematical tools like free probability and random matrix theory for analyzing large communication systems, providing insights into eigenvalue distributions, detector design, and channel modeling.

Contribution

It introduces a comprehensive overview of analytical methods from probability, operator algebra, and physics, applied specifically to large vector channel communication systems.

Findings

Eigenvalue distributions for large random matrices are characterized.

Analytic tools are applied to optimize multiuser detectors.

Models for scattering in dual antenna communication channels are developed.

Abstract

This work gives an overview of analytic tools for the design, analysis, and modelling of communication systems which can be described by linear vector channels such as y = Hx+z where the number of components in each vector is large. Tools from probability theory, operator algebra, and statistical physics are reviewed. The survey of analytical tools is complemented by examples of applications in communications engineering. Asymptotic eigenvalue distributions of many classes of random matrices are given. The treatment includes the problem of moments and the introduction of the Stieltjes transform. Free probability theory, which evolved from non-commutative operator algebras, is explained from a probabilistic point of view in order to better fit the engineering community. For that purpose freeness is defined without reference to non-commutative algebras. The treatment includes additive and multiplicative free convolution, the R-transform, the S-transform, and the free central limit theorem. The replica method developed in statistical physics for the purpose of analyzing spin glasses is reviewed from the viewpoint of its applications in communications engineering. Correspondences between free energy and mutual information as well as energy functions and detector metrics are established. These analytic tools are applied to the design and the analysis of linear multiuser detectors, the modelling of scattering in communication channels with dual antennas arrays, and the analysis of optimal detection for communication via code-division multiple-access and/or dual antenna array channels.