Applications of the Theory of Random Matrices

in Information Systems and Data Processing

Anna Scaglione

Cornell University


Decompositions of random matrices arise continuously in the study of the performance of information systems, communication technology and statistical signal processing methods. The scientific communities studying these areas have slowly but steadily developed a great interest in the study of random matrices, but the prevalent approach is to use known results, mostly borrowed from the Physics' literature. The research on array processing and the study of multi-user communications and space-time coding would enormously benefit from a deeper understanding of how one can derive the statistics of random matrices' decompositions in general.

In this talk, as specific examples, we will show how the application of Random Matrix Theory allows to analyze the performance of random multi-input multi-output (MIMO) fading channels, modeling a wireless system with transmit and receive diversity, and of direct sequence code division multiple access channels (DS-CDMA) with “random” codes.

The talk will cover methodological aspects as well as applications with the intent of highlighting a field of engineering pullulating of good random matrix problems to attack.

4:15 PM
Building 4, Room 231