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Random Matrices in Communications and Signal Processing (RM-CSP)- Lecturer
- Prof. Dr.-Ing. Ralf Müller
- Details
- Vorlesung
2 cred.h, ECTS studies, ECTS credits: 5, Sprache Englisch
Time and place: Tue 10:15 - 11:45, E 1.12; Fri 14:15 - 15:45, E 1.12; single appointment on 1.2.2019 14:15 - 15:45, 05.025
- Fields of study
- WF ASC-MA ab 1 (ECTS-Credits: 5)
WF CME-MA ab 2 (ECTS-Credits: 5)
WF EEI-MA-INT ab 2 (ECTS-Credits: 5)
- Prerequisites / Organisational information
- Recommended: Good skills in linear algebra, probability theory and complex analysis
- Contents
- Dual antenna arrays, compressive sensing, Wishart distribution, factor iid model, Kronecker model, convergence of random variables, semi-circle law, quarter circle law, full circle law, Haar distribution, Marchenko-Pastur distribution, Stieltjes transform, Girko’s law, unitary invariance, freeness, free convolution, R-transform, free central limit theorem, free Poisson limit theorem, subordination, S-transform, R-diagonal random matrices, R-diagonal free convolution, Haagerup-Larsen law, operator-valued freeness, linearization of noncommutative polynomials, free Fourier transform, self-averaging properties, microscopic vs. macroscopic random variables, quenched random variable, a statistical physics point of view of digital systems, spin glasses, frozen disorder, replica method, replica continuity, replica symmetry, replica symmetry breaking, approximate message passing, classification of np-complete problems
- Recommended literature
- Mingo, J., Speicher, R.: Free Probability and Random Matrices, Springer, 2017
Couillet, R., Debbah, M.: Random Matrix Methods for Wireless Communications, Cambridge Univ. Press, Cambridge, 2011. Mezard, M., Montanari, A.: Information, Physics, and Computation, Oxford Graduate Texts, 2009.
- ECTS information:
- Credits: 5
- Additional information
- Expected participants: 20
- Assigned lectures
- UE: Tutorial for Random Matrices in Communications and Signal Processing
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Lecturer: Prof. Dr.-Ing. Ralf Müller
Time and place: n.V.
- Verwendung in folgenden UnivIS-Modulen
- Startsemester WS 2018/2019:
- Random Matrices in Communications and Signal Processing (RM-CSP)
- Department: Institute for Digital Communications (IDC) (Prof. Dr. Schober)
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