# Random Discretization of the Finite Fourier Transform and Related Kernel Random Matrices

## TL;DR

This paper analyzes the spectral properties of random Fourier matrices, establishing their connection to integral operators, and applies these findings to data science and wireless communication models.

## Contribution

It introduces a comparison between the spectra of random Fourier matrices and integral operators, extending to non-stationary kernels and providing asymptotic and non-asymptotic spectral bounds.

## Key findings

- Spectral approximation of random Fourier matrices by integral operators.
- Asymptotic spectral results for large matrix dimensions and discretization parameters.
- Application to estimating degrees of freedom and capacity in MIMO systems.

## Abstract

This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is a real number. When they are uniformly distributed on a symmetric interval, this may be seen as a random discretization of the Finite Fourier transform, whose spectrum has been extensively studied in relation with band-limited functions. Our study is two-fold. Firstly, by pushing forward concentration inequalities, we find an accurate comparison in $\ell^2$- norm between the spectrum of $A^*A$ and the one of an integral operator that can be defined in terms of the two probability laws chosen for the rows and the columns. Our study includes the one of stationary Hermitian kernel matrices and can be generalized to non stationary ones, for which the same kind of comparison with an integral operator is possible. Because of possible applications in the data science area, these last matrices have been largely studied in the literature and our results are compared with previous ones. Secondly we concentrate on uniform distributions for the laws of $X_j$'s and $Y_k$'s, for which the integral operator is the well-known Sinc-kernel operator with parameter $m.$ Our previous study allows to translate to random Fourier matrices the knowledge that we have on the spectrum of this operator. We have for them asymptotic results for $m, n$ and $n/m$ tending to $\infty$, as well as non asymptotic bounds in the spirit of recent work on the integral operators. As an application, we give fairly good approximations of the number of degrees of freedom and the capacity of a MIMO wireless communication network approximation model. Finally, we provide the reader with some numerical examples that illustrate the theoretical results of this paper.