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Funktsional'nyi Analiz i ego Prilozheniya, 2020, Volume 54, Issue 4, Pages 37–55
DOI: https://doi.org/10.4213/faa3774
(Mi faa3774)
 

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

N. Demnia, T. Hamdibc, A. Souaisside

a Institut de Mathématiques de Marseille (I2M, UMR 7373), Aix-Marseille Université–Centre National de la Recherche Scientifique, Marseille, France
b Department of Management Information Systems, College of Business Management, Qassim University, Ar Rass, Saudi Arabia
c Laboratoire d'Analyse Mathématiques et Applications LR11ES11, Université de Tunis El-Manar, Tunisie
d Department of Accounting, College of Business Management, Qassim University, Ar Rass, Saudi Arabia
e Preparatory Institute for Scientific and Technical Studies, Carthage University, Tunis, Tunisia
References:
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 [L. Deleaval, N. Demni, J. Theoret. Probab., 31:3 (2018), 1759–1778]. 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.
Keywords: unitary Brownian motion, orthogonal projection, Jacobi unitary ensemble, Schur polynomials, symmetric Jacobi polynomials, MIMO channels, Shannon capacity.
Funding agency Grant number
Qassim University, Ar Rass, Saudi Arabia cba-2019-2-2-I-5394
Received: 24.03.2020
Revised: 11.06.2020
Accepted: 17.06.2020
English version:
Functional Analysis and Its Applications, 2020, Volume 54, Issue 4, Pages 257–271
DOI: https://doi.org/10.1134/S0016266320040036
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: N. Demni, T. Hamdi, A. Souaissi, “The Hermitian Jacobi Process: A Simplified Formula for the Moments and Application to Optical Fiber MIMO Channels”, Funktsional. Anal. i Prilozhen., 54:4 (2020), 37–55; Funct. Anal. Appl., 54:4 (2020), 257–271
Citation in format AMSBIB
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\paper The Hermitian Jacobi Process: A Simplified Formula for the Moments and Application to Optical Fiber MIMO Channels
\jour Funktsional. Anal. i Prilozhen.
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\pages 37--55
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