Skip to main content
Log in

The Hermitian Jacobi Process: A Simplified Formula for the Moments and Application to Optical Fiber MIMO Channels

  • Research Articles
  • Published:
Functional Analysis and Its Applications Aims and scope

Abstract

Using a change of basis in the algebra of symmetric functions, we compute the moments of the Hermitian Jacobi process. After a careful arrangement of terms and the evaluation of the determinant of an “almost upper-triangular” matrix, we end up with a moment formula which is considerably simpler than the one derived in [8]. As an application, we propose the Hermitian Jacobi process as a dynamical model for an optical fiber MIMO channel and compute its Shannon capacity in the case of a low-power transmitter. Moreover, when the size of the Hermitian Jacobi process is larger than the moment order, our moment formula can be written as a linear combination of balanced terminating \({}_4F_3\)-series evaluated at unit argument.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

Notes

  1. As in the case of fixed \(t > 0\), we omit the dependence of the stationary moments on \((r,s,m)\) from the notation.

References

  1. G. E. Andrews, R. Askey, and R. Roy, Special Functions, Cambridge Univ. Press, Cambridge, 1999.

    Book  Google Scholar 

  2. C. Balderrama, P. Graczyk, and W. O. Urbina, “A formula for polynomials with Hermitian matrix argument”, Bull. Sci. Math., 129:6 (2005), 486–500.

    Article  MathSciNet  Google Scholar 

  3. C. Carré, M. Deneufchatel, J.-G. Luque, and P. Vivo, “Asymptotics of Selberg-like integrals: The unitary case and Newton’s interpolation formula”, J. Math. Phys., 51:12 (2010), 123516.

    Article  MathSciNet  Google Scholar 

  4. B. Collins, “Product of random projections, Jacobi ensembles and universality problems arising from free probability”, Probab. Theory Related Fields, 133:3 (2005), 315–344.

    Article  MathSciNet  Google Scholar 

  5. B. Collins, A. Dahlqvist, and T. Kemp, “The spectral edge of unitary Brownian motion”, Probab. Theory Related Fields, 170:1–2 (2018), 49–93.

    Article  MathSciNet  Google Scholar 

  6. R. Dar, M. Feder, and M. Shtaif, “The Jacobi MIMO channel”, IEEE Trans. Inf. Theory, 59:4 (2013), 2426–2441.

    Article  MathSciNet  Google Scholar 

  7. P. Deift and D. Gioev, Random Matrix Theory: Invariant Ensembles and Universality, Courant Lecture Notes in Mathematics, vol. 18, Courant Institute of Mathematical Sciences, New York, NY, 2009.

    MATH  Google Scholar 

  8. L. Deleaval and N. Demni, “Moments of the Hermitian matrix Jacobi process”, J. Theoret. Probab., 31:3 (2018), 1759–1778.

    Article  MathSciNet  Google Scholar 

  9. N. Demni, “\(\beta\)-Jacobi processes”, Adv. Pure Appl. Math., 1:3 (2010), 325–344.

    Article  MathSciNet  Google Scholar 

  10. N. Demni and T. Hamdi, “Inverse of the flow and moments of the free Jacobi process associated with one projection”, Random Matrices Theory Appl., 7:2 (2018).

    Article  MathSciNet  Google Scholar 

  11. Y. Doumerc, Matrices aléatoires, processus stochastiques et groupes de réflexions, Paul Sabatier Univ., 2005; https://perso.math.univ-toulouse.fr/ledoux/files/2013/11/PhD-thesis.pdf.

    Google Scholar 

  12. J. Koekoek and R. Koekoek, “The Jacobi inversion formula”, Complex Variables Theory Appl., 39:1 (1999), 1–18.

    Article  MathSciNet  Google Scholar 

  13. C. Krattenthaler, “Advanced determinant calculus. The Andrews Festschrift (Maratea, 1998)”, Sém. Lothar. Combin., 42 (1999).

    MATH  Google Scholar 

  14. M. Lassalle, “Polynômes de Jacobi généralisés”, C. R. Acad. Sci. Paris, 312, Série I (1991), 425–428.

    MATH  Google Scholar 

  15. M. L. Mehta, Random Matrices, Academic Press, Boston, MA, 1991.

    MATH  Google Scholar 

  16. I. G. MacDonald, Symmetric Functions and Hall Polynomials, Math. Monographs, Oxford, 1995.

    MATH  Google Scholar 

  17. A. Nafkha and N. Demni, Closed-Form Expressions of Ergodic Capacity and MMSE Achievable Sum Rate for MIMO Jacobi and Rayleigh Fading Channels, arXiv: 1511.06074.

  18. G. Olshanski, “Laguerre and Meixner orthogonal bases in the algebra of symmetric functions”, Internat. Math. Res. Notices, 2012, no. 16, 3615–3679.

    Article  MathSciNet  Google Scholar 

  19. G. I. Olshanski and A. A. Osinenko, “Multivariate Jacobi polynomial and the Selberg integral”, Funkts. Anal. Prilozhen., 46:4 (2012), 31–52; English transl.:, Functional Anal. Appl., 46:4 (2012), 262–278.

    Article  MathSciNet  Google Scholar 

  20. I. E. Telatar, “Capacity of multi-antenna gaussian channels”, European Trans. Telecommun., 10 (1999), 585–595.

    Article  MathSciNet  Google Scholar 

Download references

Funding

The authors gratefully acknowledge the financial support of Qassim University represented by the Deanship of Scientific Research under grant no. cba-2019-2-2-I-5394 during the academic year 1440AH/2019AD.

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to N. Demni, T. Hamdi or A. Souissi.

Additional information

Translated from Funktsional'nyi Analiz i ego Prilozheniya, 2020, Vol. 54, pp. 37-55 https://doi.org/10.4213/faa3774.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Demni, N., Hamdi, T. & Souissi, A. The Hermitian Jacobi Process: A Simplified Formula for the Moments and Application to Optical Fiber MIMO Channels. Funct Anal Its Appl 54, 257–271 (2020). https://doi.org/10.1134/S0016266320040036

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0016266320040036

Keywords

Navigation