RMT Software

Random Matrix Theory for Advanced Communication Systems
M erouane Debbah1 and Jakob Hoydis1,2

1
Alcatel-Lucent Chair on Flexible Radio 2 Department of Telecommunications Sup elec, Gif-sur-Yvette, France merouane.debbah@supelec.fr jakob.hoydis@gmail.com
WCNC 2012, Paris, 1 April, 2012
M. Debbah and J. Hoydis (Sup elec)
RMT for Advanced Communication Systems
WCNC12 Paris
1 / 101
Outline
1
Introduction Advanced communication systems and related challenges Why do we need large random matrix theory? Goals of this tutorial and take-away messages Theory Sequences of random matrices and convergence types Example: Asymptotic SINR with linear receivers The Stieltjes transform and its properties Limiting spectral distribution and the Mar cenko-Pastur law Asymptotic rates with linear receivers Asymptotic mutual information and its uctuations Asymptotic moments Deterministic equivalents: Denition and overview of existing results Applications Optimal channel training Large-scale MIMO systems Polynomial expansion detectors Iterative deterministic equivalents: Multiphop relay channel Random network topologies Summary and perspectives
M. Debbah and J. Hoydis (Sup elec) RMT for Advanced Communication Systems WCNC12 Paris 2 / 101
Introduction
Outline
1
Introduction
Advanced communication systems and related challenges
Current challenges
Figure: Forecast of the global trac [1] and carbon footprint [2] of cellular networks.
Mobile data trac is exploding, expected yearly increase of almost 100 %. ICT-related carbon emissions are expected to triple until 2020. Soon, there will be more mobile-connected devices than humans on earth. Current networks already reach their capacity limits in dense urban areas. Sometimes even making voice calls can become a challenge. How can the capacity of mobile networks be signicantly increased?
Introduction
Some possible solutions
More cells (small cells, multi-tier/heterogeneous networks) More antennas (MIMO techniques, massive MIMO) Cooperation and coordination (network MIMO, interference coordination, relays) 3D beamforming, antenna tilting, and smart antennas Device-to-device communication, distributed caching Cognitive radio (dynamic spectrum access) More spectrum (millimeter waves) Full-duplex transceivers New coding and modulation schemes
Introduction
Theoretical challenges
Advanced communication systems become increasingly complex and are characterized by a dense deployment of dierent types of wireless access points. Any meaningful analysis must account for the most important characteristics of such networks, e.g.: Fading and shadowing Path loss Interference Imperfect channel state information (CSI) Line-of-sight (LOS) channels Antenna correlation Limited backhaul capacity Random network topologies
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Introduction
Why do we need large random matrix theory?
Even some of these aspects taken alone are very dicult to model and to analyze. As a consequence, we are often unable to solve problems by exact analysis. We need tools which reduce the system complexity and allow us to determine the most important system parameters. The communication systems we study today are (very) large. Thus, asymptotic results are not approximations anymore, but rather close to reality.
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Introduction
A simple example: Network MIMO uplink channel
Received signal at the base stations: y= g1,1 Hx + n = g2,1 g1,2 g2,2 x1 x2 + n1 n2
where gi ,j , xi , ni CN (0, 1), > 0, and the path loss is characterized by [0, 1].
In general, no explicit expression of the ergodic mutual information is known:

I () = E log det I + HHH =?
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Introduction
A simple example: Large-system approximation

8 E [I ()] (nats/s/Hz) Simulation Approximation = 0 .5 6
0 10
5 (dB)
10
15
20
Under the assumption that H is very large, we can nd the approximation:

E [I ()] 2 log 1 + 2(1 + ) + + 1+ 4 . 1 + 4(1 + )
RMT for Advanced Communication Systems WCNC12 Paris 9 / 101
1 + 4(1 + ) 2 log(2e )
Introduction
Goals of this tutorial and take-away messages
Goal of this tutorial
Short introduction to the most important lemmas and proof-techniques necessary to understand and derive large-system approximations for a variety of channel models. Focus on practical examples, applications, and implementation (e.g., Matlab). State-of-the-art of random matrix research related to wireless communications (not exhaustive). Outlook and perspectives for future research.
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Introduction
Goals of this tutorial and take-away messages
Take-away messages
Advanced communications system require novel tools for their theoretical analysis. Under the assumption of a large system regime, random matrix theory allows us to obtain deterministic approximations of the system performance (e.g., mutual information, achievable rates, SINR, outage probability) for realistic channel models. These approximations can help to identify the most important system parameters and to solve optimization problems which would be otherwise intractable (e.g., precoding matrices, channel training, scheduling, base station placement). Although all presented results are only exact in a large system regime, they provide very tight performance approximations for realistic system dimensions (i.e., small numbers of antennas, user terminals, etc.).
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Theory
Outline
1
Theory
Theory
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Theory
Sequences of random matrices and convergence types
What is a random matrix?
A random matrix H is a matrix-valued random variable dened on a probability space (, F , P) with entries in a measurable space (CN K , G ). We denote H( ) the realization of H at sample point . Examples:
[H]i ,j CN (0, 1), i.i.d. H = R 2 WT 2 , where R CN N , T CK K , and [W]i ,j i.i.d. H = [h1 hK ], where hj = Rj2 wj , Rj CN N , and wj CN (0, IN ) H = W + A, where [W]i ,j i.i.d., and is A is deterministic ...
M. Debbah and J. Hoydis (Sup elec) RMT for Advanced Communication Systems WCNC12 Paris 14 / 101 1 1 1
Theory
Sequences of random matrices

We consider innite sequences of random matrices (H( ))n1 of growing dimensions: H1 ( ), H2 ( ), H3 ( ), . . . where Hn ( ) CN (n)K (n) and N (n), K (n) while
n
lim
N (n ) = c (0, ). K (n )
Keep in mind that:

Each creates an innite sequence and not only a single random matrix. All matrices/vectors considered in this tutorial must be understood as sequences of growing matrices/vectors. To simplify notations, we will write H instead of Hn ( ).
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Theory
Convergence types
Let Xn = fn (Hn ) R, where fn : CN (n)K (n) R. Then, Xn has the distribution Fn (x ) = P (Xn x ) = P ( : Xn ( ) x ).
Denition (Weak convergence)

The sequence of distribution functions (Fn )n1 converges weakly to the function F , if
n
lim Fn (x ) = F (x )
for each x R at which F is continuous. This is denoted by Fn F . If Xn and X have distributions Fn and F , respectively, we also write Xn X or Xn F .
Denition (Almost sure convergence)

The sequence of random variables (Xn )n1 converges almost surely to X , if P : lim Xn ( ) = X
n
= 1.
This is denoted by Xn X.
a.s.
Theory
Example: Asymptotic SINR with linear receivers
Example: SINR with linear receivers

Assume we want to estimate xk from the observation y CN :
K
y=
j =1
hj xj + n = Hx + n
where hj CN (0,
1 I ), K N
E xxH = IK , and n CN (0, 2 ).
Matched lter: xk = hH ky
2 SINRMF k ( ) =
hH k
1
2 IN y
2 |hH k hk | + Hk HH k hk
H 2 MMSE detector: xk = hH k HH + IN
H 2 SINRMMSE ( 2 ) = h H k k Hk Hk + IN
hk
where Hk CN (K 1) is H with its k th column removed. Goal: Show that SINRk SINRk , for N , K ,
M. Debbah and J. Hoydis (Sup elec) RMT for Advanced Communication Systems
a.s.
N K
c (0, ).
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Theory
Two useful trace lemmas

Lemma ([3, Lemma B.26], [4, Lemma 14.2])
Let A CN N and x = [x1 . . . xN ]T CN be a random vector of i.i.d. entries, independent of A. Assume E [xi ] = 0, E |xi |2 = 1, E |xi |8 < , and lim supN A < , almost surely. Then, 1 H 1 a.s. x Ax tr A 0. N N
Lemma ([4, Lemma 3.7])

Let y be another independent random vector with the same distribution as x. Then, 1 H a.s. x Ay 0. N
Remark
For A = IN , these results are simple consequences of the strong law of large numbers: 1 1 H x IN x = N N
N N
i =1
|xi2 | E |xi |2 = 1,
a.s.
1 H 1 x IN y = N N
i =1
xi yi E [xi yi ] = 0.
a.s.
Theory
Example: SINR with linear receivers (cont.)

As a direct application of the trace lemma, we obtain
2 SINRMF k ( ) = 2 |hH k hk | + Hk HH k hk N 2 K 1 H j =k hj hj K N 2 c K 2 N 1 N + 2 K + KK K N + 2 K
hH k
2 IN
SINRk ( 2 ).
MF
Similarly,
H 2 SINRMMSE ( 2 ) = hH k k Hk Hk + IN 1
hk Can we go further?
1 2 tr Hk HH k + IN K
For two sequences (an )n1 and (bn )n1 , the following notations are equivalent:
(i ) a n
bn
(ii ) an bn 0.
n
a.s.
Theory
Finite rank perturbations

Lemma (Rank-1 perturbation lemma [5, Lemma 2.1])
Let z C \ R+ , A CN N and B CN N with B Hermitian nonnegative denite, and x CN . Then, tr (B z IN )1 B + xxH z IN
1
A dist(z , R+ )
where dist is the Euclidean distance. If z < 0 and lim supN A < , this implies 1 tr (B z IN )1 B + xxH z IN N
1
A N 0. N |z |
Remark
By iteration of this lemma, we can see that nite rank perturbations of B are asymptotically negligible. Coming back to our example, this implies SINRMMSE ( 2 ) k
1 2 tr Hk HH k + IN K
1 tr HHH + 2 IN N
.
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WCNC12 Paris
Theory
The Stieltjes transform and its properties
How can we go further: The Stieltjes transform

In the next slides, we will proof the following result [6]: 1 tr HHH + 2 IN N
1 a.s.
c 1 1 + 2c 2 2c
(1 c + 2 )2 + 4c 2 . 2c 2
To this end, we need some preparation:
Denition (Stieltjes transform)

Let be a nite nonnegative measure with support supp() R, i.e., (R) < . The Stieltjes transform m(z ) of is dened for z C \ supp() as m (z ) =
R
1 d (). z
Denition (Empirical spectral distribution (e.s.d.))

Let A CN N be a Hermitian matrix with eigenvalues 1 , . . . , N . The e.s.d. F A (x ) of the eigenvalues of A is dened as F A (x ) =
1 N
i =1
1{i x }.
Theory
Properties of the Stieltjes transform

The Stieltjes transform mA (z ) of the of the e.s.d. F A of some Hermitian matrix A can be written in several ways: m A (z ) =
R
1 1 dF A () = z N
i =1
1 1 = tr (A z IN )1 . i z N
One can recover when only its Stieltjes transform m(z ) is known:
Properties
Let m(z ) be the Stieltjes transform of a nite measure on R. Then, (ii) ([a, b ]) = limy 0+ (i) (R) = limy iym(iy ). If is a probability measure, we have (R) = 1.
b a
{m(x + iy )}dx , if a, b are continuity points of .
Moreover, let m(z ) be an analytic function over C+ such that m(z ) C+ if z C+ . If lim supy |iym(iy )| = 1, then m(z ) is the Stieltjes transform of a probability measure on R.
Remember that:
Knowing the Stieltjes transform of a matrix is as good as knowing its eigenvalues.
Theory
On the empirical spectral distribution of large random matrices

Remember that hj CN 0,
1 I K N
i.i.d., for j = 1, . . . , K .
What we expect from the strong law of large numbers:

For K and while N = const., we have
K K
HHH =
j =1
hj hH j =
1 K
j =1
a.s. j h j H 1 h H h E h 1 = IN ,
CN (0, IN ). h
But what happens if also N , while N /K c (0, )? We can still say that HHH
i ,i
1 and HHH
a.s.
a.s.
i ,j
0 for j = i .
a.s.
However, it is not true that HHH IN 0! What happens to the eigenvalues of HHH ?
Remark (Wishart matrices)

The matrix HHH is called a Wishart matrix with K degrees of freedom. For nite N , K , its exact eigenvalue distribution is known, e.g., [7].
Theory
Limiting spectral distribution and the Mar cenko-Pastur law
Empirical and limiting spectral distribution

0.8
Empirical eigenvalues Mar cenko-Pastur density
0.6 Density
0.4
0.2
0.5
1.5
2 HHH
2.5
Eigenvalues of
Figure: Histogram of the eigenvalues of a single realization of HHH for N = 500, K = 2000.
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Theory
The Mar cenko-Pastur law

1 .2 1 0 .8 0 .6 0 .4 0 .2 0 c = 0 .1 c = 0 .2 c = 0 .5
Density fc (x)
0.5
1.5
2.5
x Figure: Mar cenko-Pastur density fc for dierent limit ratios c = lim N /K .
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Theory
Deriving the The Mar cenko-Pastur law

We want to show that, almost surely, F HH Fc , where Fc is Mar cenko-Pastur law. Outline: (for a detailed proof, see, e.g., [4]) 1 Starting from the Stieltjes transform of HHH , show that mHHH (z )
2 H
1c 1 a.s. + 0. cz cz (1 + cmHHH (z ))
Verify that there is a unique Stieltjes transform mc (z ) of a probability distribution Fc which satises 1c 1 . mc (z ) = cz cz (1 + cmc (z )) One can then show that mHHH (z ) m c (z ).
a.s.
By [3, Theorem B.9], the almost sure convergence of the Stieltjes transforms implies H the almost sure weak convergence of F HH to Fc . From the formula for the inverse Stieltjes transform one can recover Fc and its density fc .
Theory
Deriving the The Mar cenko-Pastur law: Step 1

1 tr HHH z IN N
1
= =
1 K N 1 + tr HH H z IN N z N 1 K N 1 + N z N K N 1 1 + N z N K N 1 1 + N z N K N 1 1 + N z N
K
1 1 j ,j
HH H z IN
j =1 K j =1 K j =1 K j =1
[Matrix inversion lemma] =
1 z + hH j IN H j 1 z 1 + hH Hj HH j j z IN 1 z 1 +
N 1 K N 1
HH j Hj
z IK 1
Hj
hj
[Identity for matrix inverse] =
hj
[Trace lem. & Rank-1 per.]
tr HHH z IN
Thus, mHHH (z ) 1c 1 a.s. + 0 . cz cz (1 + cmHHH (z ))
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Theory
Deriving the The Mar cenko-Pastur law: Steps 2-5

The equation mc (z ) = 1c 1 cz cz (1 + cmc (z ))
has a unique Stieltjes transform solution which satises
Stieltjes transform of the Mar cenko-Pastur law

m c (z ) = where the branch of mc (z ) > 0 for z < 0. 1c 1 2cz 2c (1 c z )2 4cz 2cz
(1c z )2 4cz 2cz
is chosen such that mc (z ) C+ for z C+ and
Taking the inverse Stieltjes transform of mc (z ) leads to the distribution Fc with density
Density of the Mar cenko-Pastur law

fc (x ) = 1 c 1 c )2 , b = (1 +
+
(x ) +
where a = (1
2 c ) , (x )+
1 2 cx
(x a)+ (b x )+
max(0, x ), and (x ) is the Dirac delta.

Theory
Example: SINR with linear receivers (cont.)
We have shown that for N , K while N /K c , the following holds:

2 SINRMF SINRk ( 2 ) k ( ) a.s. MF
c 2 + 1
SINRMMSE ( 2 ) SINRk k
a.s.
MMSE
( 2 ) = cmc ( 2 ).
But are these asymptotic results good approximations for realistic values of N , K ?
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Theory
SINR with linear receivers: Numerical results

SINRk
MF
20
SINRk (dB)
10
MMSE SINRk E SINRMF k E SINRMMSE k
20
SINRk
MF MMSE
10
SINRk E SINRMF k E SINRMMSE k
0 N = 16, K = 8 10 10 5 0 SNR = 5
1 2
0 N = 64, K = 32 20 10 10 5 0 SNR = 5
1 2
10 (dB)
15
10 (dB)
15
20
Figure: Errorbars correspond to one standard deviation in each direction.
The asymptotic results are quite accurate for reasonable values of N , K .
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Theory
Asymptotic rates with linear receivers
Asymptotic rates with linear receivers

Theorem (Continuous mapping theorem [8, Theorem 2.3])
Let (Xn )n1 be a sequence of real random variables and let f : R R be continuous at every point of a set A such that P (X A) = 1, for some random variable X . (ii) If Xn X , then f (Xn ) f (X ). The direct application of this theorem provides the asymptotic rate with linear detection: Rk ( 2 ) log 1 + SINRk ( 2 ) R k ( 2 )
a.s.
(i) If Xn X , then f (Xn ) f (X );

a.s. a.s.
log 1 + SINRk ( 2 )
Remark : The same holds also for the normalized sum-rate: 1 N

K
k =1
R k ( 2 )
1 N
k =1
R k ( 2 ) 0.
a.s.
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Theory
Asymptotic mutual information and its uctuations
Asymptotic mutual information

F HH Fc , almost surely, implies that for any bounded continuous function g : g ()dF HH ()
H H
a.s.
g ()dFc ().
The normalized mutual information between y and x is not bounded, since I ( 2 ) 1 1 log det IN + 2 HHH N = log 1 + 2 dF HH ().
H
Theorem (No eigenvalues outside the support [9, Theorem 1.1], [10, Theorem 3])
Denote by max and min the largest and smallest eigenvalue of HHH , respectively. Then, a.s. a.s. (i ) max (1 + c )2 , (ii ) min (1 c )2 1{c 1}. Thus, we have (see, e.g., [11])
Theorem (Asymptotic mutual information)

I ( 2 )
a.s.
g ()dFc ()
1 1 1 I ( 2 ) = log(1 + cmc ) + log 1 + 2 c 1 + cmc
mc 1 + cmc
where mc = mc ( 2 ).
Theory
Asymptotic mutual information: Numerical results

4 I ( 2 E I ( 2 ) 3 N = 6, K = 3 (bits/s/Hz)
0 10
0 SNR =
5
1 2
10 (dB)
15
20
Figure: Average normalized mutual information E I ( 2 ) and its asymptotic approximation I ( 2 ) vs. SNR for N = 6 and K = 3. Errorbars correspond to one standard deviation in each direction.
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Theory
Relation between the mutual information and the Stieltjes transform

Interestingly, the mutual information and the Stieltjes transform are related by I ( 2 ) = since dI ( 2 ) d = d 2 d 2 = 1 1 log det IN + 2 HHH N
2
1 mHHH (x ) dx x
d 1 log det 2 IN + HHH log( 2 ) d 2 N 1 1 1 = tr 2 IN + HHH 2. N One can also verify that I ( 2 ) =
2
1 mc (x ) dx . x
Remark : The Stieltjes transform of the e.s.d. of a matrix is sucient to calculate the mutual information. The exact eigenvalue distribution is not needed.
Theory
Fluctuations of the mutual information

0.4 Histogram N (0, 1) N = 6, K = 3 0.3 Frequency SNR = 2 dB
Example
Approximation of the outage probability: Pout (r ) = Pr NI ( 2 ) < r 1Q r N I ( 2 ) c .
0.2
0.1
0 4
N 2 c (I ( )
I ( 2 ))
Theorem (Central limit theorem of the mutual information [4, Theorem 3.18])
N c I ( 2 ) I ( 2 ) N (0, 1)
cmc ( 2 )2 (1+cmc ( 2 ))2
where the asymptotic variance is given as 2 c = log 1
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Theory
Asymptotic moments
What about moments?

Theorem ([4, Theorem 3.3])
Let F be a probability distribution and denote by m(z ) its Stieltjes transform. Assume that supp(F ) [a, b ] for 0 < a < b < . Then, for z C \ R, |z | > b, m (z ) = where Mk = 1 z
k =0
Mk zk
k dF () are the moments of F .
Theorem (Moments of the Mar cenko-Pastur law [12])

Denote by Mk =
1 N
tr HHH
a.s.
the kth moment of H. Then, k dFc () =

k 1 i =0
Mk M k
k i
k ci . i +1 k
Remark : We can recover the moments of F through dierentiation of the function (1)k k k 1 G (z ) = z m(1/z ) = G (k ) (0), where G (k ) (z ) is k =0 (1) z Mk . Note that Mk = k! the k th derivative of G (z ).
Theory
Deterministic equivalents: Denition and overview of existing results
What happens if things do not converge?

Bn = Hn Tn HH n where Hn Cnn , [Hn ]i ,j CN (0, 1/n), and Tn = In , for n odd In/2 0 0 0 , for n even .
Question:
F Bn ?
F Bn does not converge to a limiting distribution. F B2n+1 F1 , F B2n F2 , where Fc is the Mar cenko-Pastur law, However, n = where F F1 F2 n 0 F Bn F , for n odd . , for n even
Theory
Deterministic equivalents
Denition
Let (an )n1 be an innite sequences of complex random variables and (bn )n1 an innite sequence of complex numbers. We say that bn is a deterministic equivalent of an , i an bn 0.
n a.s.
Remarks: Remember that we consider functionals of random matrices with growing dimensions, e.g., an is the mutual information of a N (n) K (n) MIMO channel.
Deterministic equivalents (DEs) are a natural way of thinking about large random matrices: if n is large, an bn . Often a DE of an exists, although an does not converge. bn can be seen as a deterministic approximation of an for each n. In many cases, an bn for very small n. Thus, knowing bn is often as good as knowing an .
Theory
Right-sided correlation model

Theorem (Right-sided correlation model [13],[14])
K 1 be Let X CN K , [X]i ,j CN 1, K i.i.d., and let T = diag (t1 , . . . , tK ) RK + H N deterministic, satisfying maxk tk < . Denote B = XTX and c = K and let N , K while 0 < lim inf c lim sup c < . Then,
(i ) (ii )
1 a.s. tr (B z IN )1 m (z ) 0, for z C \ R+ N 1 1 a.s. I ( 2 ) 0, for 2 R+ log det IN + 2 B N
where m (z ) is the unique Stieltjes transform which satises m (z ) = and 1 I ( 2 ) = N

K
1 K
k =1
tk z 1 + ctk m (z )
k =1
log 1 + ctk m ( 2 ) log 2 m ( 2 )

1 K
k =1
tk m ( 2 ) . 1 + ctk m ( 2 )
Theory
Right-sided correlation model: Matlab code

Example (Stieltjes transform of the right-sided correlation model)
function m = stieltjes(z,c,T) % T is a KxK diagonal matrix, z<0 and c=N/K m = 0; m old = 1; t = diag(T); while abs(m-m old)>1e-9 % change desired accuracy here m old = m; m = 1/(mean(t./(1+c*t*m old)) - z); end end
Remark
This classical xed-point algorithm normally converges in a few number of iterations (< 20) and does not pose any computational challenge. All other implicit equations (see next slides) can be solved in a similar manner.
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Theory
Rician channels with a variance prole

Theorem ([15, Theorems 2.4, 2.5, 4.1])
Let X CN K , [X]i ,j CN (0,
i2,j K
), and A CN K . Dene B = (X + A) (X + A)H . Further while
2 , . . . , 2 ) and D = diag( 2 , . . . , 2 ) i , j. Let N , K denote Dj = diag(1 i ,j i ,1 N ,j i ,K N N < . Then, under some mild technical assumptions, 0 < lim inf K lim sup K
E where
1 1 log det IN + 2 B N 1 + AAH 2
I ( 2 ) 0, for 2 R+
1 I ( 2 ) = log det N and where
1 log det N
2 NK
2 ij Tii Tjj i ,j
T = 1 z AAH
T=
z AH A
and = diag (1 , . . . , N ) , = diag 1 , . . . , K following set of N + K xed-point equations i = 1 2 1+

1 K
are the unique positive solutions to the 1 2 1 +

1 K
, 1 i N, tr Di T
j =
tr Dj T
, 1 j K.
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Theory
Generalized variance prole

Theorem ([16],[17, Theorem 2.3])
Let B = XXH + S, where X CN K is random and S CN N is Hermitian nonnegative denite. j zj , where zj CN (0, 1 IN ), and R j CN N is The jth column xj of X is given as xj = R N H N N deterministic. Denote Rj = Rj Rj . Let D C be a deterministic Hermitian matrix. Then, as N , K such that 0 < lim inf N /K lim sup N /K < and under some mild technical conditions, the following holds: (i ) (ii ) 1 1 a.s. tr D (B z IN )1 tr DT(z ) 0, for z C \ R+ N N 1 1 log det IN + 2 B E I ( 2 ) 0, for 2 R+ N
1
where 1 (z ), . . . , K (z ) are the unique Stieltjes transform solutions to j (z ) = and 1 log det I ( 2 ) = N where k = k 2 , k.
1 1 tr Rj T(z ) = tr Rj N N
1 N
K k =1
Rk + S z IN 1 + k (z )
, 1j K
IN +
1 1 1 S+ 2 2 N
K k =1
Rk 1 + k
1 N
log (1 + k )
k =1
k 1 + k
Theory
Some remarks and literature overview

Remark
Most of the presented deterministic equivalents also hold for non-Gaussian random matrices. It is often sucient to assume zero mean, variance 1/K and nite 4th or 8th order moment of the matrix entries. The convergence for these distributions is in general slower than for Gaussian matrices. Limiting e.s.d. and deterministic equivalents of the mutual information: [14] : B = [18] : B =
L l =1
Rl2 Xl Tl Xl Rl2 , where Rl , Tl deterministic, Xl Gaussian Rl2 Xl Tl2

1 1
L l =1
L l =1
Rl2 Xl Tl2
, where Rl , Tl deterministic, Xl Gaussian
Central limit theorems: [19] : Mutual information for channels with a variance prole [20] : SINR of the MMSE detector for channels with a variance prole [21] : Mutual information of a Kronecker channel with interference from another Kronecker channel ...and many more. See, e.g., [4] for an extensive overview.
Applications
Outline
1
Applications
Applications
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Applications
Optimal channel training
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Applications

Consider a N K MIMO point-to-point link with output y= Hx + n K
where H CN K , [H]i ,j CN (0, 1) i.i.d., x CN (0, IK ), and n CN (0, IN ). Problem setting: Blockfading channel model with coherence time T . The channel is unknown and must be estimated at the receiver.
Which fraction of T should be used for channel training?
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Applications
Channel training
coherence time T training data transmission
The receiver estimates the channel channel based on the observation Y = H + N K
where CK , H = IK , is a matrix with known pilot tones. of H, such that The receiver computes the MMSE estimate H +H H=H and the estimation error H are independent and distributed as where H ]i ,j CN [H
0,
+ K
]i ,j CN [H
0,
K + K
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Applications
Net ergodic achievable rate

As in [22], our goal is to nd which maximizes the net ergodic achievable rate, i.e., = arg max [K ,T ] Rnet ( ), where Rnet ( ) and e ( ) = 1 T E e ( ) 1 log det IN + HHH N K 2 . K (1 + ) +
As this problem is dicult to solve exactly, we consider the large-system approximation net ( ), where and nd = arg max [K ,T ] R net ( ) R and 1 1 1 I (x ) = log(1 + cmc (x )) + log 1 + c x 1 + cmc (x )
1 e ( )
mc (x ) 1 + cmc (x )
N , K 1 with SNR = x .
is the asymptotic mutual information of a N K MIMO channel, c =
Applications
Optimization of the large system approximation

The asymptotically optimal training length can be computed by a simple line search: d 1 Rnet ( ) = I d T where e ( ) = 1 e ( ) T e ( ) e ( )2 1 e ( )
!
mc
e ( )
=0
2 (1 + )K . (K (1 + ) + )2
Remark : For the derivation, remember from the relation between the mutual information and the Stieltjes transform that d I (x ) 1 = mc (x ) . dx x
Is a good approximation of for small N , K ?
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Applications
Optimal channel training: Numerical results

Simulation Approximation
0.5 Rnet ( ) (bits/s/Hz) 0.4 0.3 0.2 0.1
N = 4, K = 2, = 0 dB, T = 100 0 0 20 40 60 Training length 80 100
Figure: Net ergodic achievable rate and its asymptotic approximation versus training length .
Applications
Optimal channel training: Numerical results

30 Optimal training length Simulation Approximation
20
10
N = 4, K = 2, T = 100 0 10 5 0 5 10 SNR = (dB)
15
20
Figure: Optimal training length and its asymptotic approximation versus SNR.
Applications
Remarks & Extensions
Surprisingly, the asymptotic results are already optimal for a 4 2 MIMO channel! The same idea can be applied to more involved channel models (see, e.g., [23] for a channel model with a variance prole). The general idea of optimizing a large-system approximation with respect to certain parameters has been extensively applied in the literature, e.g.:
Precoding: [24, 25, 26, 14, 18] Beamforming: [27, 28, 29, 30, 31, 32, 33, 16] Channel training: [23, 16]
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Applications
Large-scale MIMO systems
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Applications
Analysis of large-scale MIMO systems
yj =
hjlk xlk + nj =
l =1 k =1
Hjl xl + nj
l =1
where xl CN (0, IK ), nj CN (0, IN ). Each channel can have a dierent correlation structure:
2 hjlk = Rjlk wjlk 1
where Rjlk CN N is deterministic and wjlk CN (0, IN ).

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Applications
Channel estimation Pilot contamination
The same set of K orthogonal pilot sequences is reused in every cell. BS j estimates the channel hjjk based on the observation
yjk = hjjk + l =j
1 hjlk + njk
where is the eective training SNR. jjk = Rjjk Qjk yjk Computing the MMSE estimate h yields: jjk + h jjk hjjk = h jjk CN (0, jjk ) , h jlk = Rjjk Qjk Rjlk ,
jjk CN (0, Rjjk jjk ) h

1 Qjk = IN + l
Rjlk
.
Applications
Ergodic achievable rate with linear detectors

With a linear detector rjm , the following rate of UT m in cell j is achievable [22]: Rjm = EH jj [log2 (1 + jm )] with the eective SINR jm =
H hjjm rjm H E rjm 1 I N 2
jjm h H hjjm hH + +h jjm jjm
Hjl HH jl rjm Hjj
Remarks: Computing Rjm for typical receivers (MMSE detector, matched lter) seems intractable. Assuming N , K to be very large allows us to compute deterministic equivalents of the SINR and the achievable rates. We consider the achievable rates with a matched lter, i.e.: jjm rjm = h A more involved analysis for MMSE detection and the downlink with dierent linear precoders can be found in [34, 35, 36].
Applications
Deriving a deterministic equivalent for the matched lter performance (1)

1
Divide denominator and numerator by N 2 : jm =

1 H h h N jjm jjm 2
1 H h N 2 jjm
1 I N
jjm h H hjjm hH + +h jjm jjm
Hjl HH jl hjjm Hjj
We can circumvent the evaluation of the expectation by computing deterministic equivalents of all terms. (Notice that this step requires dominated convergence arguments [37] as we exchange the order of the limit and the expectation.) As a direct application of the trace lemma and the continuous mapping theorem, we obtain 1 H h hjjm N jjm
2
1 tr jjm N
0.
a.s.
Using the trace lemma for independent vectors, we arrive at 1 H H a.s. h hjjm hjjm hjjm 0 N 2 jjm 2 1 H 1 a.s. hjjm hjjm hH tr jjm 0. jjm hjjm 2 N N
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Applications
Similarly, we obtain for the remaining terms: 1 N2

L
l =1
1 H H H h jjm Hjl Hjl hjlm hjlm hjjm N2

L
l =1 k =m
hH jlk jjm hjlk 0
a.s.
1 N2
l =1 k =m
hH jlk jjm hjlk
1 N
l =1 k =1
1 a.s. tr Rjlk jjm 0. N
1 jjm = Rjjm Qjm Lastly notice, that h n . Using this relation and l hjlm + jm applying the trace lemmas to each of the remaining individual terms yields:
1 N2
L H H h jjm hjlm hjlm hjjm
l =1
l =1
1 tr jlm N
0.
a.s.
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Applications

Putting all pieces together, we nally arrive at jm jm 0 where jm =
1 N a.s.
tr jjm
1 1 tr jjm + N 2 N
noise
l ,k
1 tr Rjlk jjm + N
interference
l =j
1 tr jlm N
pilot contamination
Remarks: As N , the performance becomes independent of .
If K /N 0, the interference vanishes and pilot contamination remains as the only performance limitation. Antenna correlation can have a positive eect since 1 1 1 tr jlm = tr Rjlk Rjjm Qjm , tr Rjlk jjm = tr Rjlk Rjjm Qjm Rjjm N N N can be small if the subspaces spanned by Rjlk and Rjjm are almost orthogonal. Smart user scheduling and/or pilot assignment based on statistical CSI could reduce interference and pilot contamination.
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Applications
Large-scale MIMO: Numerical results

3 Average rate per user (bits/s/Hz) Simulation Deterministic equivalent
50
100
150
200
Number of antennas N
Figure: Average rate per user vs. N for L = 4, K = 10, = 0 dB, = 10 dB.
Remark: The channel correlation matrices were generated as

H Rjlk = [ (j l )( 1)]Vjlk Vjlk
where Vjlk CN N /2 are standard complex Gaussian with variance 1/N and = 0.1.
M. Debbah and J. Hoydis (Sup elec) RMT for Advanced Communication Systems WCNC12 Paris
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Applications
Large-scale MIMO: Some conclusions
Large random matrix theory allows us to provide easy computable approximations of the SINR and sum-rate with linear receivers/precoders. This technique can treat very general channel models with user specic antenna correlation. Since the dimensions of the channel are from the beginning assumed to be very large, RMT seems to be the appropriate tool. The asymptotic expressions are simple, depend only on the channel statistics, and allow us to draw far-reaching conclusions (e.g., impact of correlation, noise vanishes, pilot contamination). These results could be further leveraged for optimization on higher layers (scheduling, resource allocation, etc.). For more literature on this topic, see, e.g., [38, 39, 34, 35, 36].
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Applications
Polynomial expansion detectors
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Applications
Problem setting and motivation

Consider the N K MIMO channel
K
y = Hx + n =
k =1
hk xk + n
where x CN (0, IK ), n CN (0, IN ) and H CN K random but known to the receiver. Several linear detectors require the matrix inversion ( 0): HHH + IN
1
This operation is expensive (complexity and energy) : O(N 2 ) [40]. In particular, for large (distributed) antenna arrays for multi-user communications. N 100, K 50 (or even more) Asymptotic moments can be used calculate approximations of the matrix inverse.
Applications
A note on matrix inversion
Let A be a non-singular N N matrix with characteristic polynomial:

N N
det (z IN A) =
i =1
(z i ) =
i z i
i =0
where i are the eigenvalues of A and i depend on the eigenvalues of A. Caley-Hamilton Theorem (Every matrix satises its own characteristic polynomial):
N N 1 l =0
i Ai = 0
i =0
A1 =
l +1 l A. 0
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Applications

Assume we want to estimate x with a linear detector: x = HH HHH + IN
1 L1 l =0
y HH
wl HHH
y,
L < rank(H).
The weights w = [w0 , . . . , wL1 ]T can be chosen to minimize: w = arg min E x H

w H L1 l =0
wl HH
y = 1
2
LL where R+ and RL + are dened as
[]ij =
1 tr HHH N 1 []i = tr HHH N
i +j
+ 2
1 tr HHH N
i +j 1
Idea: Replace the moments

1 N
tr HHH
by their deterministic approximations M k .

Applications
Related works and existing moment results

Asymptotic moment results: [12] : H as i.i.d. entries with zero mean and variance 1/K . [41] : Hij have zero mean and variance
1 K
Vij .
[41] : H = [A1 h1 , . . . , AK hK ] B, where hj are vectors of i.i.d. entries with zero mean and variance 1/K , B is diagonal and Aj are absolutely summable Toeplitz matrices. [42] : H = TWP 2 , where T is Toeplitz, P is diagonal and W has either i.i.d. elements with zero mean and variance 1/K or is created by taking K N columns from a random Haar (unitary) matrix.
2 [43] : H = [h1 , . . . , hK ] where hk = Rk wk and wk are vectors of i.i.d. with zero mean and variance 1/K . 1 1
[44] : H is a random Vandermonde matrix. Related works on polynomial expansion receivers: [45, 46, 47, 48, 40, 49, 50, 43, 51]
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Applications
Polynomial expansion receivers : Numerical results

Average received SINR [dB] 15
Matched Filter L=2 L=3 L=6 LMMSE LMMSE
Average bit error rate
101
Matched Filter L=2
10
L=6 L=3
102
Matched Filter L=2 L=3 L=6 LMMSE
L=3 L=6
L=2 Matched Filter
103
LMMSE
10
12
14
104
10
12
14
Transmit SNR [dB]
Transmit SNR [dB]
N = 100, K = 40 Channel with a generalized variance prole: Correlation matrices Rk randomly created (extended version of Jakes model) (see [43] for details) Uncoded BER = E Q SINR One can also derive a deterministic equivalent of the SINR for a given approximation order L, as shown by solid lines in the left plot (see, e.g., [40, 43]).
Applications
Some remarks
Polynomial expansion detectors are a low complexity receiver architecture for large MIMO channels (also for CDMA). Polynomial expansion detectors allow to trade-o complexity against performance with a very ne granularity (L = 1: matched lter, L = rank(H): MMSE detector). If the channel coherence time is large and the channel statistics are known, the asymptotic moments can be precomputed and only the matrices (HHH )l , l = 1, . . . , L, must be calculated. The asymptotic moments for a wide range of channel models are known and could be used. Practical implementations?
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Applications
Iterative deterministic equivalents: Multiphop relay channel
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Applications
Iterative deterministic equivalents

So far: Random matrix models composed of sums of independent random matrices. But what about products? Key idea:
1 2
Consider a functional f (H1 , . . . , HK ) of K independent random matrices H1 , . . . , HK . Treat H2 , . . . , HK as constant and derive a deterministic equivalent of f with respect to H1 , i.e., a.s. f (H1 , . . . , HK ) f1 (H2 , . . . , HK ) 0. Repeat this procedure by iteratively removing the randomness related to all matrices: f1 (H2 , . . . , HK ) f2 (H3 , . . . , HK ) 0 . . .
a.s.
The same idea has been applied to dierent channel models, e.g.,
1 W2 T 2 , where W1 , W2 are standard complex Double-scattering channel: H = R 2 W1 S 2 Gaussian and R, S, T are deterministic [52, 53].
1 1
fK 1 (HK ) fK 0.
a.s.
Random beamforming: H = WUP 2 , where W has a generalized variance prole, U is a random unitary matrix, and P is diagonal and deterministic [54].
Today: Multihop relay channel

Applications
Multihop MIMO amplify-and-forward relay channel
A source communicates its message x to a destination via K 2 relay nodes. Each node receives a signal only from its predecessor. The relays amplify-and-forward their received signal to the next node. We do not account for the transmission delay (e.g., K 1 time slots with a TDMA protocol).
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Applications
About the literature
Asymptotic analysis of the dual-hop relay channel, mutual information via numerical integration and inversion of the Stieltjes transform [55] Asymptotic analysis of our model, recursive expression of the Stieltjes transform, no closed-form results of the mutual information [56] Asymptotic analysis of the dual-hop relay channel with antenna correlation, cumulants of the mutual information (Replica method) [57] K -hop AF channel with antenna correlation, but noise only at destination, optimal precoders and mutual information [58] AF-relay channel without noise (K ) [59]
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Applications
Channel model
Received signal vector yk Cnk at node k : yk = k Hk k 1 yk 1 nk 1
Signal from node k 1
nk
Hk Cnk nk 1 is a standard complex Gaussian matrix, i.e., [Hk ]i ,j CN (0, 1). y0 = x CN (0, In0 ) is the channel input vector nk CN (0, Ink ) noise at node k
Each nodes scales the transmit signal according to its power constraint k : k =
1 nk
k H tr E yk yk
Large system limit: n0 , such that 0 < lim inf ck

n
nk 1 lim sup ck < , nk
k = 1, . . . , K .
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Applications
Mutual information
The normalized mutual information Ik ( k ) between yk and x can be written as: Ik ( k ) = Jk (1, k ) Jk (1, k ) where Jk ( x , k ) = with R0 = E xxH = In
H Rk = E yk yk = Ink +
1 k k 1 log det Ink + x Hk Rk 1 HH k nk nk 1
k k 1 Hk Rk 1 HH k, nk 1
k = 1, . . . , K
and k = [0 , , k 1 ], k = [0, 1 , , k 1 ].
Example
I2 ( 2 ) = 1 2 1 log det In2 + H2 R 1 H H 2 n2 n1 1 2 1 log det In2 + H2 HH 2 n2 n1
Applications
Asymptotic analysis
By the trace Lemma and the fact that the matrices Rk have a.s. bounded spectral norm, it is straight-forward to prove the following result:
a.s. k = k n
k , 1 + k k 1
k = 1, . . . , K 1
0 = 0 . where 0 = In order to proceed, we will exploit the recursive denition of the matrices Rk = Ink + k k 1 Hk Rk 1 HH k nk 1
to nd iterative deterministic equivalents of Jk ( x , k ) = 1 k k 1 log det Ink + x Hk Rk 1 HH . k nk nk 1
Note that Hk Rk 1 HH k can be seen as a right-sided correlation model with random correlation. In each step of the analysis, we derive a deterministic equivalent of Jk with respect to Hk while Rk 1 is assumed to be deterministic.
Applications
Proof sketch
1
It follows from the deterministic equivalent of the mutual information for the right-sided correlation model [13, 14] that Jk (x , k 1 ) Jk (x , k 1 ) 0,
a.s.
k1
where
1 k 1 Rk 1 k x , log det [ck + ek 1 ] Ink 1 + x k J k 1 = nk ek 1 log (ck ) + (1 ck ) log (ck + ek 1 ) ck + ek 1 and ek 1 is given as the unique positive solution to ek 1 =
2
1 k 1 Rk 1 tr k nk
k 1 Rk 1 k 1 + Ink 1 ck + ek 1 x
Using the recursion Rk 1 = Ink 1 + k (x , J k 1 ) = ck Jk 1
k 2 k 1 Hk 1 Rk 2 HH k 1 , nk 2
we obtain k 1 x k ck + ek 1
k 1 x k , k 1 + ek 1 k 2 ck + x k ek 1 ck ek 1 . ck + ek 1
+ ck log 1 +
+ log 1 +
3
Similarly, we can nd recursive expressions for ek .

Applications
Theorem (Deterministic equivalent of Jk (x , k ) [53])

a.s. k k x , 0 Jk (x , k ) J n
k is recursively dened for k 2 as k x , where J k = ck J k x , k 1 J k 1 x k k 1 , k 1 + e k 1 ck + x k k 1 x , x k k 1 k 1 ck + e k 1 x , k 1 e k 1 x , k 1 1+e k 1 x ,
+ ck log 1 +
+ log 1 +
k 1 e k 1 x , ck
k 1 for k 0 is given on the next slide. Moreover, and e k x , 0 = c1 log 1 + 1 x , J 0 x 1 0 c1 + e 0 x , + log 1 + 0 e 0 x , c1 0 e 0 x , 0 1+e 0 x , .
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Applications
k [53]) Theorem (Recursive denition of e k x ,

k is given as the unique positive solution to e k x , k k = ck +1 ck +1 + e k x , e k x , where = m k x, k xck +1 . ck +1 + e k x , k k ck +1 ck +1 + e k x , x k +1 k
2
m k 1
k x k +1 k 1 , k ck +1 + x k +1 k + e k x ,
0 ) and e 0 ) are given in closed-form: The initial values m 0 (x , 0 (x , 0 ) = m 0 (x , c1 0 1 0 ) c1 + e0 (x , + (1 c1 )x 0 (1 c1 ) + c1 x 1 2

2
1 x
0 = x 1 0 (1 c1 ) + c1 + e 0 x , 2
0 c 2 + 4x 1 1
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Applications
Numerical example: Amplify-and-forward Multi-hop relay channel

10 ( k ) (bits/s/Hz) 8 6 4 2 0 10
n0 = n4 = 4, n1 = n3 = 8, n2 = 12 k k k k =1 =2 =3 =4
nk n0 Ik
10 0 (dB)
20
30
1 = 3 = 0.70 , 2 = 0.50 , 1 = 1, 2 = 4 = 0.7, 3 = 0.5
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Applications
Some conclusions
Iterative deterministic equivalents are a natural way to extend deterministic equivalents to products (or other functionals) of independent matrices. Key idea: Iteratively remove randomness related to one/some of the random matrices until none is left. One can easily derive new deterministic equivalents for involved matrix models by relying of the large pool of existing results (see [53, 54] for some examples).
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Applications
Random network topologies
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Applications
Moving to random network topologies
Consider a single cell uplink channel from K UTs to a BS with N antennas. The UTs are randomly distributed over the cell of radius R . The distances d1 , . . . , dK from the UTs to the BS are i.i.d. random variables with distribution F . The path loss from UT k to the BS depends on its distance via the path loss function (dk ), e.g., 1 (d ) = (1 + d ) for some path loss exponent [0, 5]. What is the average mutual information of this channel?
Applications
Channel model and mutual information

The received signal at the BS is given as y = Hs + n = XT 2 s + n where s CN (0, IK ), n CN (0, IN ), [X]i ,j CN 0, T = diag ( (d1 ), . . . , (dK )). We are interested in the quantity I ( 2 ) = E 1 1 log det IN + 2 XTXH N
1 I K N
1
, and
where the expectation is with respect to H and T.
Key idea:
Notice H = XT 2 is a right-sided correlation model with random correlation matrix T. Since the distances dk are i.i.d., the e.s.d. of T converges weakly to a limiting distribution.
1
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Applications
Asymptotic analysis
Recall the deterministic equivalent for xed T: 1 I ( 2 ) = N
K
k =1
log (1 + ctk m ) log 2 m
1 K
k =1
tk m 1 + ctk m
where m is the unique solution to m = 1 K

K
k =1
tk + 2 1 + ctk m (z )
As N , K while N /K c (0, ), we have from the strong law of large numbers: m

a.s. 1 I ( 2 ) c a.s. R 0 R 0
(d ) dF (d ) + 2 1 + c (d )m
log (1 + c (d )m ) dF (d ) log 2 m
R 0
(d )m dF (d ). 1 + c (d )m
Based on this observation, we can prove the following result:
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Applications
Numerical results
2.5 2 I 2 (bits/s/Hz) 1.5 1 0.5 0 10 Simulation Approximation
N = 8, K = 4
Simulation assumptions: Path loss function f (d ) = 1 , = 3 .7 (1 + d )
Uniform user distribution dF (d ) =

5 0 5 10 1 SNR = 2 (dB) 15 20
2d , d [0, R ] R2
N = 8, K = 4, R = 1
Corollary
R (d )m 1 R log (1 + c (d )m ) dF (d ) log 2 m + dF (d ) c 0 0 1 + c (d )m where m is the unique solution to the following xed-point equation
I ( 2 )
m =
0
(d ) dF (d ) + 2 1 + c (d )m
.
Applications
Some remarks and conclusions
Large random matrix theory can be also used to derive asymptotic approximations of the performance of networks with random topologies. Surprisingly, these results are also very accurate for small system dimensions. Many extensions are possible : random BS locations, multi-cell systems with/without cooperation, more complex channel models with directional antennas (see, e.g., [60]) These results allow one to optimize certain system parameters in order to maximize the average performance for a given channel model and user distribution. This is, e.g., important for optimal cell planning. This line of research is in its infancy; not many results are known.
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Summary and perspectives
Outline
1
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Summary
Large random matrix theory can be used to obtain deterministic approximations of several performance measures of advanced communication systems:
Mutual information/achievable rates SINR with linear receivers Outage probability
In many cases, the asymptotic results provide very tight approximations for small system dimensions (even for 2 2 MIMO channels!). With the tools presented, one can easily account for many important characteristics of modern communication systems, e.g.:
Path loss Imperfect channel state information Interference Antenna correlation Line-of-sight channels Random user locations/network topologies
These results can be used, e.g., to:

Gain insights about the most important system parameters (e.g., antenna correlation) Simplify optimization problems (e.g., channel training, precoding matrices) Design reduced complexity detectors
Perspectives
Large random matrix theory is a highly developed tool for the theoretical analysis of communication systems. Asymptotic results for most relevant channel models exist. Some promising avenues for future research are in the areas of:
Combination of random matrix theory and stochastic geometry for the analysis of large random networks. Cross-layer optimization, e.g., user scheduling, pilot assignment based on a deterministic abstraction of the physical layer. Game theory and random matrix theory for distributed resource allocation. Analysis of new channel models, e.g., full-duplex radios, more involved multihop relay channels, 3D beamforming. Signal processing, e.g., multi-source power estimation, capacity estimation, failure detection in large networks [61].
To dig deeper, we recommend the textbooks [4, 62] for applications of random matrix theory to problems in wireless communications and signal processing and [3] for a more theoretical introduction.
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Available in bookstores!
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Detailed outline
Romain Couillet, M erouane Debbah, Random Matrix Methods for Wireless Communications. 1 Theoretical aspects
1 2 3 4 5 6 7 2
Preliminary Tools for random matrix theory Deterministic equivalents Central limit theorems Spectrum analysis Eigen-inference Extreme eigenvalues Introduction System performance: capacity and rate-regions
1 2 3 4 5 6 7
Applications to wireless communications

1 2
Introduction Performance of CDMA technologies Performance of multiple antenna systems Multi-user communications, rate regions and sum-rate Design of multi-user receivers Analysis of multi-cellular networks Communications in ad-hoc networks
3 4 5 6 7 8
Detection Estimation Modelling Random matrix theory and self-organizing networks Perspectives Conclusion
Thank you!
www.flexible-radio.com
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References I
[1] Cisco, Cisco visual networking index: Global mobile data trac forecast update, 20102015, Feb. 2011, White paper. [Online]. Available: http://www.cisco.com/en/US/solutions/collateral/ns341/ns525/ns537/ns705/ns827/white paper c11-520862.pdf A. Fehske, G. Fettweis, J. Malmodin, and G. Biczok, The global footprint of mobile communications: The ecological and economic perspective, IEEE Commun. Mag., vol. 49, no. 8, pp. 5562, Aug. 2011. Z. D. Bai and J. W. Silverstein, Spectral Analysis of Large Dimensional Random Matrices, 2nd ed. Statistics, New York, NY, USA, 2009. R. Couillet and M. Debbah, Random matrix methods for wireless communications, 1st ed. Cambridge University Press, 2011. Springer Series in
[2] [3] [4] [5] [6] [7] [8] [9]
New York, NY, USA:
Z. D. Bai and J. W. Silverstein, On the signal-to-interference ratio of CDMA systems in wireless communications, The Annals of Applied Probability, vol. 17, no. 1, pp. 81101, 2007. V. A. Mar cenko and L. A. Pastur, Distributions of eigenvalues for some sets of random matrices, Math USSR-Sbornik, vol. 1, no. 4, pp. 457483, April 1967. A. Edelman, Eigenvalues and condition numbers of random matrices, Ph.D. dissertation, Massachusetts Institute of Technology, Department of Mathematics, Cambridge, MA, US, 1989. A. W. van der Vaart, Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics). University Press, New York, 2000. Cambridge
Z. D. Bai and J. Silverstein, No eigenvalues outside the support of the limiting spectral distribution of large-dimensional random matrices, Ann. Probab., vol. 26, pp. 316345, 1998.
[10] R. Couillet, J. W. Silverstein, Z. D. Bai, and M. Debbah, Eigen-inference for energy estimation of multiple sources, IEEE Trans. Inf. Theory, vol. 57, no. 4, pp. 24202439, Apr. 2011. [11] S. Verdu and S. Shamai, Spectral eciency of CDMA with random spreading, IEEE Trans. Inf. Theory, vol. 45, no. 2, pp. 622640, Mar. 1999.
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References II
[12] D. Jonsson, Some limit theorems for the eigenvalues of a sample covariance matrix, J. Multivariate Anal., vol. 12, no. 1, pp. 138, 1982. [13] J. W. Silverstein and Z. D. Bai, On the empirical distribution of eigenvalues of a class of large dimensional random matrices, Journal of Multivariate Analysis, vol. 54, no. 2, pp. 175192, 1995. [14] R. Couillet, M. Debbah, and J. W. Silverstein, A deterministic equivalent for the analysis of correlated MIMO multiple access channels, IEEE Trans. Inf. Theory, vol. 57, no. 6, pp. 34933514, Jun. 2011. [15] W. Hachem, P. Loubaton, and J. Najim, Deterministic equivalents for certain functionals of large random matrices, Annals of Applied Probability, vol. 17, no. 3, pp. 875930, 2007. [16] S. Wagner, R. Couillet, M. Debbah, and D. T. M. Slock, Large system analysis of linear precoding in MISO broadcast channels with limited feedback, IEEE Trans. Inf. Theory, 2012, to appear. [Online]. Available: http://arxiv.org/abs/0906.3682 [17] S. Wagner, MU-MIMO Transmission and Reception Techniques for the Next Generation of Cellular Wireless Standards (LTE-A), Ph.D. dissertation, EURECOM, 2229 route des cr etes, BP 193 F-06560 Sophia-Antipolis cedex, 2011. [Online]. Available: http://www.eurecom.fr/people/cifre wagner.en.htm [18] F. Dupuy and P. Loubaton, On the capacity achieving covariance matrix for frequency selective MIMO channels using the asymptotic approach, IEEE Trans. Inf. Theory, vol. 57, no. 9, pp. 57375753, Sep. 2011. [Online]. Available: http://arxiv.org/abs/1007.0875 [19] W. Hachem, P. Loubaton, and J. Najim, A CLT for information theoretic statistics of Gram random matrices with a given variance prole, The Annals of Probability, vol. 18, no. 6, pp. 20712130, Dec. 2008. [20] A. Kammoun, M. Kharouf, W. Hachem, and J. Najim, A central limit theorem for the SINR at the LMMSE estimator output for large dimensional systems, IEEE Trans. Inf. Theory, vol. 55, pp. 50485063, Nov. 2009. [21] A. L. Moustakas, S. H. Simon, and A. M. Sengupta, MIMO capacity through correlated channels in the presence of correlated interferers and noise: A (not so) large n analysis, IEEE Trans. Inf. Theory, vol. 49, no. 10, pp. 25452561, Oct. 2003.
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References III
[22] B. Hassibi and B. M. Hochwald, How much training is needed in multiple-antenna wireless links? IEEE Trans. Inf. Theory, vol. 49, no. 4, pp. 951963, Apr. 2003. [23] J. Hoydis, M. Kobayashi, and M. Debbah, Optimal channel training in uplink network MIMO systems, IEEE Trans. Signal Process., vol. 59, no. 6, pp. 28242833, Jun. 2011. [24] A. L. Moustakas and S. H. Simon, On the outage capacity of correlated multiple-path MIMO channels, IEEE Trans. Inf. Theory, vol. 53, no. 11, pp. 38873903, Nov. 2007. [25] G. Taricco, Asymptotic mutual information statistics of separately correlated rician fading MIMO channels, IEEE Trans. Inf. Theory, vol. 54, no. 8, pp. 34903504, Aug. 2008. [26] J. Dumont, W. Hachem, S. Lasaulce, P. Loubaton, and J. Najim, On the capacity achieving covariance matrix for Rician MIMO channels: An asymptotic approach, IEEE Trans. Inf. Theory, vol. 56, no. 3, pp. 10481069, Mar. 2010. [27] B. Hochwald and S. Vishwanath, Space-time multiple access: Linear growth in the sum rate, in Proc. IEEE Annual Allerton Conference on Communication, Control, and Computing, Monticello, Illinois, US, Oct. 2002, pp. 387396. [28] C. B. Peel, B. M. Hochwald, and A. L. Swindlehurst, A vector-perturbation technique for near-capacity multiantenna multiuser communication-part I: channel inversion and regularization, IEEE Trans. Commun., vol. 53, no. 1, pp. 195 202, Jan. 2005. [29] V. K. Nguyen and J. S. Evans, Multiuser transmit beamforming via regularized channel inversion: A large system analysis, in Proc. IEEE Global Telecommunications Conference (GLOBECOM08), Dec. 2008, pp. 14. [30] R. Zakhour and S. V. Hanly, Large system analysis of base station cooperation on the downlink, in Allerton Conf. on Commun., Control, and Computing, Urbana-Champaign, IL, US, Oct. 2010, pp. 270277. [31] R. Muharar and J. Evans, Downlink beamforming with transmit-side channel correlation: A large system analysis, in Proc. IEEE International Conference on Communications (ICC11), Jun. 2011, pp. 15. [32] H. Huh, G. Caire, S.-H. Moon, and I. Lee, Multi-cell MIMO downlink with fairness criteria: The large-system limit, in Proc. IEEE Int. Symp. on Inf. Theory (ISIT), Austin, TX, US, Jun. 2010, pp. 20582062.
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References IV
[33] H. Huh, G. Caire, H. C. Papadopoulos, and S. A. Ramprashad, Achieving massive MIMO spectral eciency with a not-so-large number of antennas, IEEE Trans. Wireless Commun., 2011, submitted. [Online]. Available: http://arxiv.org/abs/1107.3862 [34] J. Hoydis, S. ten Brink, and M. Debbah, Massive MIMO: How many antennas do we need? in Proc. IEEE Allerton Conference on Communication, Control, and Computing (ALLERTON), Urbana-Champaign, IL, US, Sep. 2011. [35] , Comparison of linear precoding schemes for the massive MIMO downlink, in Proc. IEEE International Conference on Communications (ICC), Ottawa, Canada, Jun. 2012. [36] , Massive MIMO in the UL/DL of cellular networks: How many antennas do we need? IEEE J. Sel. Areas Commun., Dec. 2012, submitted. [37] P. Billingsley, Probability and Measure, 3rd ed. John Wiley & Sons, Inc., 1995.
[38] F. Rusek, D. Persson, B. K. Lau, E. G. Larsson, T. L. Marzetta, O. Edfors, and F. Tufvesson, Scaling up MIMO: Opportunities and challenges with very large arrays, IEEE Signal Process. Mag., 2012, to appear. [Online]. Available: http://liu.diva-portal.org/smash/get/diva2:450781/FULLTEXT01 [39] T. L. Marzetta, Noncooperative cellular wireless with unlimited numbers of base station antennas, IEEE Trans. Wireless Commun., vol. 9, no. 11, pp. 35903600, Nov. 2010. [40] L. Cottatellucci and R. R. M uller, A systematic approach to multistage detectors in multipath fading channels, IEEE Trans. Inf. Theory, vol. 51, no. 9, pp. 31463158, Sep. 2005. [41] L. Li, A. M. Tulino, and S. Verd u, Design of reduced-rank MMSE multiuser detectors using random matrix methods, IEEE Trans. Inf. Theory, vol. 50, no. 6, pp. 9861008, Jun. 2004. [42] W. Hachem, Simple polynomial detectors for CDMA downlink transmissions on frequency-selective channels, IEEE Trans. Inf. Theory, vol. 50, no. 1, pp. 164171, Jan. 2004. [43] J. Hoydis, M. Debbah, and M. Kobayashi, Asymptotic moments for interference mitigation in correlated fading channels, in Proc. IEEE International Symposium on Information Theory (ISIT), Saint Petersburg, Russia, Aug. 2011, pp. 27962800.
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References V
[44] O. Ryan and M. Debbah, Asymptotic behavior of random Vandermonde matrices with entries on the unit circle, IEEE Trans. Inf. Theory, vol. 55, no. 7, pp. 31153147, Jul. 2009. [45] S. Moshavi, E. G. Kanterakis, and D. L. Schilling, Multistage linear receivers for DS-CDMA systems, International Journal of Wireless Information Networks, vol. 3, no. 1, pp. 117, Jan. 1996. [46] R. R. Mueller and S. Verdu, Design and analysis of low-complexity interference mitigation on vector channels, vol. 19, no. 8, pp. 14291441, Aug. 2001. [47] M. L. Honig and W. Xiao, Performance of reduced-rank linear interference suppression, IEEE Trans. Inf. Theory, vol. 47, no. 5, pp. 19281946, Jul. 2001. [48] P. Loubaton and W. Hachem, Asymptotic analysis of reduced rank Wiener lters, in Proc. of Information Theory Workshop (ITW03), Paris, France, Mar. 31 - Apr. 4, 2003, pp. 328331. [49] L. Cottatellucci, R. Muller, and M. Debbah, Asynchronous CDMA systems with random spreading - part i: Fundamentallimits, IEEE Trans. Inf. Theory, vol. 56, no. 4, pp. 14771497, Apr. 2010. [50] L. Cottatellucci, R. R. M uller, and M. Debbah, Asynchronous CDMA systems with random spreading - part ii: Design criteria, IEEE Trans. Inf. Theory, vol. 56, no. 4, pp. 14981520, Apr. 2010. [51] A. M. Masucci, O. Ryan, and M. Debbah, Polynomial expansion detector for uniform linear arrays, in Proc. IEEE Int. Conf. Acoustics, Speech and Signal Proc. (ICASSP11), May 2011, pp. 33923395. [52] J. Hoydis, R. Couillet, and M. Debbah, Asymptotic analysis of double-scattering channels, in Proc. IEEE Asilomar Conference on Signals, Systems, and Computers (ASILOMAR), Pacic Grove, CA, USA, Nov. 2011. [53] , Iterative deterministic equivalents for the capacity analysis of communication systems, IEEE Trans. Inf. Theory, Dec. 2011, submitted. [Online]. Available: http://arxiv.org/abs/1112.4167 [54] R. Couillet, J. Hoydis, and M. Debbah, Random beamforming over quasi-static and fading channels: A deterministic equivalent approach, IEEE Trans. Inf. Theory, Nov. 2011, accepted. [Online]. Available: http://arxiv.org/abs/1011.3717
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[55] V. I. Morgenshtern and H. B olcskei, Random matrix analysis of large relay networks, in Proc. 44th Allerton Annual Conference on Communications, Control and Computing, Urbana-Champaign, IL, US, Sep. 2006, pp. 106112. [56] S.-P. Yeh and O. Leveque, Asymptotic capacity of multi-level amplify-and-forward relay networks, in Proc. IEEE International Symposium on Information Theory (ISIT07), Jun. 2007, pp. 14361440. [57] J. Wagner, B. Rankov, and A. Wittneben, Large n analysis of amplify-and-forward MIMO relay channels with correlated Rayleigh fading, IEEE Trans. Inf. Theory, vol. 54, no. 12, pp. 57355746, Dec. 2008. [58] N. Fawaz, K. Zari, M. Debbah, and D. Gesbert, Asymptotic capacity and optimal precoding in MIMO multi-hop relay networks, IEEE Trans. Inf. Theory, vol. 57, no. 4, pp. 20502069, Apr. 2011. [59] G. H. Tucci, Spectral analysis of the amplify and forward relay network as the number of relay layers increases, in Proc. 8th International Symposium on Wireless Communication Systems (ISWCS11), Aachen, Germany, Nov. 2011. [60] J. Hoydis, A. M uller, R. Couillet, and M. Debbah, Analysis of multicell cooperation with random user locations via deterministic equivalents, in Proc. Workshop on Spatial Stochastic Models for Wireless Networks (SPASWIN), Paderborn, Germany, May 2012. [61] R. Couillet and M. Debbah, Signal processing in large systems: A new paradigm, IEEE Signal Process. Mag., 2012, to appear. [Online]. Available: http://arxiv.org/abs/1105.0060 [62] A. M. Tulino and S. Verd u, Random matrix theory and wireless communications, Foundations and Trends in Commun. Inf. Theory, vol. 1, no. 1, pp. 1182, Jun. 2004.
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Some useful lemmas

Matrix inversion lemma Let A CN N , D Cnn be invertible, and B CN n , C CnN . Then, A C B D
1
A BD1 C 1 A BD1 C CA1
A1 B D CA1 B 1 D CA1 B
Identity for the matrix inverse Let A CN n and B CnN such that (IN + AB) is invertible. Then IN A (In + BA)1 B = (IN + AB)1 . Resolvent identity For invertible matrices A and B, we have the following identity: A1 B1 = A1 (B A)B1 . Matrix inversion lemma [13, Eq. (2.2)] Let A CN N be invertible. Then, for any vector x CN and any scalar c C such that A + c xxH is invertible, xH A + c xxH
xH A1 . 1 + c xH A1 x

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Random Matrix Theory for Advanced Communication Systems

M erouane Debbah1 and Jakob Hoydis1,2

WCNC 2012, Paris, 1 April, 2012

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Advanced communication systems and related challenges

Advanced communication systems and related challenges

Some possible solutions

Advanced communication systems and related challenges

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Why do we need large random matrix theory?

Why do we need large random matrix theory?

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Why do we need large random matrix theory?

A simple example: Network MIMO uplink channel

Received signal at the base stations: y= g1,1 Hx + n = g2,1 g1,2 g2,2 x1 x2 + n1 n2

In general, no explicit expression of the ergodic mutual information is known:

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Why do we need large random matrix theory?

A simple example: Large-system approximation

Under the assumption that H is very large, we can nd the approximation:

M. Debbah and J. Hoydis (Sup elec)

Goals of this tutorial and take-away messages

Goal of this tutorial

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Goals of this tutorial and take-away messages

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Sequences of random matrices and convergence types

What is a random matrix?

Sequences of random matrices and convergence types

Sequences of random matrices

Keep in mind that:

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Sequences of random matrices and convergence types

Denition (Weak convergence)

Denition (Almost sure convergence)

Example: Asymptotic SINR with linear receivers

Example: SINR with linear receivers

E xxH = IK , and n CN (0, 2 ).

Example: Asymptotic SINR with linear receivers

Two useful trace lemmas

Lemma ([4, Lemma 3.7])

M. Debbah and J. Hoydis (Sup elec)

RMT for Advanced Communication Systems

Example: Asymptotic SINR with linear receivers

Example: SINR with linear receivers (cont.)

RMT for Advanced Communication Systems

Example: Asymptotic SINR with linear receivers

Finite rank perturbations

RMT for Advanced Communication Systems

The Stieltjes transform and its properties

How can we go further: The Stieltjes transform

To this end, we need some preparation:

Denition (Stieltjes transform)

Denition (Empirical spectral distribution (e.s.d.))

RMT for Advanced Communication Systems