Polynomial PDF of the Smallest Eigenvalue of Complex Central Wishart Matrix with Correlation at the Side with the Smallest Number of Antennas
Haochuan Zhang, Fangfang Niu, Hongwen Yang, Dacheng Yang · IEEE Communications Letters · 2008
In the literature, the marginal probability density function (pdf) of the smallest eigenvalue of Wishart matrix has been known in the form of determinants having elements with special functions. In this letter, a polynomial expression is derived on the pdf of the smallest eigenvalue of complex central Wishart matrix with correlation at the side with the smallest number of antennas.