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Perturbed Laguerre unitary ensembles, Hankel determinants, and information theory
Author(s) -
Basor Estelle,
Chen Yang
Publication year - 2015
Publication title -
mathematical methods in the applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.719
H-Index - 65
eISSN - 1099-1476
pISSN - 0170-4214
DOI - 10.1002/mma.3399
Subject(s) - laguerre polynomials , mathematics , unitary state , representation (politics) , moment (physics) , metric (unit) , differential equation , pure mathematics , mathematical analysis , operations management , physics , classical mechanics , politics , political science , law , economics
This article investigates a key information‐theoretic performance metric in multiple‐antenna wireless communications, the so‐called outage probability. The article is partly a review, with the methodology based mainly on [10], while also presenting some new results. The outage probability may be expressed in terms of a moment generating function, which involves a Hankel determinant generated from a perturbed Laguerre weight. For this Hankel determinant, we present two separate integral representations, both involving solutions to certain non‐linear differential equations. In the second case, this is identified with a particular σ ‐form of Painlevé V. As an alternative to the Painlevé V, we show that this second integral representation may also be expressed in terms of a non‐linear second order difference equation. Copyright © 2014 John Wiley & Sons, Ltd.