Browsing by Subject "Central limit theorem"

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  • Huang, Jingyu; Nualart, David; Viitasaari, Lauri (2020)
    We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from -R to R converges in total variance distance to a standard normal distribution as R tends to infinity, after renormalization. We also show a functional version of this central limit theorem. (C) 2020 Elsevier B.V. All rights reserved.
  • Zheng, Zhong; Wei, Lu; Speicher, Roland; Muller, Ralf R.; Hämäläinen, Jyri; Corander, Jukka (2017)
    The Rayleigh product channel model is useful in capturing the performance degradation due to rank deficiency of MIMO channels. In this paper, such a performance degradation is investigated via the distribution of mutual information assuming the block fading channels and the uniform power transmission scheme. Using techniques of free probability theory, the asymptotic variance of mutual information is derived when the dimensions of the channel matrices approach infinity. In this asymptotic regime, the mutual information is rigorously proven to be Gaussian distributed. Using the obtained results, a fundamental tradeoff between multiplexing gain and diversity gain of Rayleigh product channels under the uniform power transmission can be characterized by the closed-form expression at any finite signal-to-noise ratio. Numerical results are provided to compare the outage performance between the Rayleigh product channels and the conventional Rayleigh MIMO channels.