附录 A 给出
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T
T 维单位向量概率密度函数为
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p(\phi) = \frac{\Gamma (T)}{\pi ^T} \cdot \delta ( {\phi ^\ast \phi - 1} )
p(ϕ)=πTΓ(T)⋅δ(ϕ∗ϕ−1)
系数
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{\Gamma (T)}/{\pi ^T}
Γ(T)/πT 使
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p(\phi)
p(ϕ) 的积分结果为 1.
向量
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\phi
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{\phi ^\ast \phi= 1}
ϕ∗ϕ=1 所构成的空间为
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\delta ( {\phi ^\ast \phi - 1} )
δ(ϕ∗ϕ−1),其积分结果为
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\int \delta \left( {\phi ^\ast \phi - 1} \right)= \frac{\pi ^T} {\Gamma (T)}
∫δ(ϕ∗ϕ−1)=Γ(T)πT
设向量
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\phi
ϕ 的元素为
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x_i+jy_i=r_i(\cos\theta_i+j\sin\theta_i)
xi+jyi=ri(cosθi+jsinθi),
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i=1,⋯,T,因此
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dx_idy_i=r_idr_id\theta_i=\frac{1}{2}dr_i^2d\theta_i
dxidyi=ridridθi=21dri2dθi。另设
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\begin{aligned}&\gamma_1= r_1^2=\gamma c_1^2\\ &\gamma_2= r_2^2=\gamma s_1^2c_2^2\\ & \cdots \\ & \gamma_{T-1} = r_{T-1}^2=\gamma s_1^2...s_{T-2}^2c_{T-1}^2\\ & \gamma_{T} = r_T^2=\gamma s_1^2...s_{T-1}^2\\ \end{aligned}
γ1=r12=γc12γ2=r22=γs12c22⋯γT−1=rT−12=γs12...sT−22cT−12γT=rT2=γs12...sT−12
向量
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\phi
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\phi ^\ast \phi= r^2=\gamma
ϕ∗ϕ=r2=γ ,所构成空间的体积
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\begin{aligned}V(\gamma,T) &= \int \prod_{i=1}^{T}r_i d r_i \int_{0}^{2\pi}d\theta _i \\ &=\left ( 2\pi \right )^T \int \prod_{i=1}^{T}r_i d r_i\\&=\left ( \pi \right )^T \int \prod_{i=1}^{T} d \gamma_i\\ &=\pi^T \int \gamma^{T-1}d\gamma \prod_{i=1}^{T-1}\int_{0}^{1}\ 2s_i^{2(T-i)-1} d s_i\\ &=\frac{\pi ^T\gamma^T}{T!} \end{aligned}
V(γ,T)=∫i=1∏Tridri∫02πdθi=(2π)T∫i=1∏Tridri=(π)T∫i=1∏Tdγi=πT∫γT−1dγi=1∏T−1∫01 2si2(T−i)−1dsi=T!πTγT
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γ=1 所构成的空间
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\begin{aligned}\int \delta \left( {\phi ^\ast \phi - 1} \right) &=\frac{\partial }{\partial \gamma}V(\gamma,T)|_{\gamma=1}\\&=\frac{\pi ^T}{\Gamma(T)}\\ \end{aligned}
∫δ(ϕ∗ϕ−1)=∂γ∂V(γ,T)∣γ=1=Γ(T)πT
对公式 (A.1)的理解:
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\tilde\gamma=\sum _{i=L+1}^T\gamma_i
γ~=∑i=L+1Tγi,
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P(\phi ^{(L)\ast }\phi ^{( L )} <x )=P(1-x\le\tilde\gamma<1)
P(ϕ(L)∗ϕ(L)<x)=P(1−x≤γ~<1)
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\begin{aligned} P\left ( \phi ^{\left( L \right)\ast }\phi ^{\left( L \right)} <x \right ) &=\int_{1-x<\sum _{i=L+1}^T\gamma_i\le 1} p\left ( \phi ^\ast \phi \right )\pi^{T-L}\prod _{i=L+1}^T d\gamma_i\\ & =\int_{1-x}^1 p\left ( \phi ^\ast \phi \right ) {\pi^{T-L}\over(T-L)!}d\tilde \gamma\\ &= \frac{\Gamma(T)}{\pi^L(T-L)!}[1-(1-x)^{T-L}] \end{aligned}
P(ϕ(L)∗ϕ(L)<x)=∫1−x<∑i=L+1Tγi≤1p(ϕ∗ϕ)πT−Li=L+1∏Tdγi=∫1−x1p(ϕ∗ϕ)(T−L)!πT−Ldγ~=πL(T−L)!Γ(T)[1−(1−x)T−L]
概率密度函数
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p(\phi ^{( L)\ast }\phi ^{( L )}=x)=\frac{\partial}{\partial x}P( \phi ^{( L)\ast }\phi ^{( L )} <x )=\frac{\Gamma(T)}{\pi^L\Gamma(T-L)}(1-x)^{T-L-1}
p(ϕ(L)∗ϕ(L)=x)=∂x∂P(ϕ(L)∗ϕ(L)<x)=πLΓ(T−L)Γ(T)(1−x)T−L−1
即
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p\left( {\phi ^{\left( L \right)}} \right) = \frac{\Gamma (T)}{\pi ^L\Gamma (T - L)} \cdot \left( {1 - \phi ^{\left( L \right)\ast }\phi ^{\left( L \right)}} \right)^{T - 1 - L}
p(ϕ(L))=πLΓ(T−L)Γ(T)⋅(1−ϕ(L)∗ϕ(L))T−1−L
对公式(B.2)的理解
情况1)
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\begin{aligned} E\left\{ {\exp \left( {\sum\limits_{l = 1}^T {a_l \cdot \left| {\phi _l } \right|^2} } \right)} \right\} &=\frac{\Gamma(T)}{\pi^T}\int \exp \left(\sum_{l = 1}^T a_l \cdot \gamma_l\right ) \prod_{l=1}^T \frac{1}{2}d\gamma_l d\theta_l \\&=\Gamma(T)\int \exp \left ({\sum_{l = 1}^T a_l \cdot \gamma_l}\right ) \prod_{l=1}^T d\gamma_l \\&=\Gamma(T)\int \exp \left ( {\sum_{l = 1}^{T-1} a_l \cdot \prod _{j=1}^{l-1}s_j^2(1-s_l^2)+ a_T \cdot \prod _{j=1}^{T-1}s_j^2} \right ) \prod_{l=1}^{T-1}s_l^{2(T-l-1)} ds_l^2 \\ \\&=\Gamma(T)\int \exp\left ( {a_1+\sum_{l = 1}^{T-1} (a_{l+1}-a_l) \cdot \prod _{j=1}^{l}z_j} \right ) \prod_{l=1}^{T-1}z_l^{(T-l-1)} dz_l \\ \end{aligned}
E{exp(l=1∑Tal⋅∣ϕl∣2)}=πTΓ(T)∫exp(l=1∑Tal⋅γl)l=1∏T21dγldθl=Γ(T)∫exp(l=1∑Tal⋅γl)l=1∏Tdγl=Γ(T)∫exp(l=1∑T−1al⋅j=1∏l−1sj2(1−sl2)+aT⋅j=1∏T−1sj2)l=1∏T−1sl2(T−l−1)dsl2=Γ(T)∫exp(a1+l=1∑T−1(al+1−al)⋅j=1∏lzj)l=1∏T−1zl(T−l−1)dzl
∫
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\begin{aligned} & \int \exp\left ( {a_1+\sum_{l = 1}^{T-1} (a_{l+1}-a_l) \cdot \prod _{j=1}^{l}z_j} \right ) \prod_{l=1}^{T-1}z_l^{(T-l-1)} dz_{T-1}\\ &=\frac{\exp\left ( {a_1+\sum_{l = 1}^{T-2} (a_{l+1}-a_l) \cdot \prod _{j=1}^{l}z_j} \right ) \left (\exp\left( (a_T-a_{T-l}) \prod _{j=1}^{T-2}z_j\right )-1 \right ) \prod_{l=1}^{T-2}z_l^{(T-l-2)}}{a_T-a_{T-1}} \\&=\frac{\exp\left ( {a_1+\sum_{l = 1}^{T-3} (a_{l+1}-a_l) \cdot \prod _{j=1}^{l}z_j} + (a_T-a_{T-2}) \prod _{j=1}^{T-2}z_j\right )-\exp\left ( {a_1+\sum_{l = 1}^{T-2} (a_{l+1}-a_l) \cdot \prod _{j=1}^{l}z_j} \right ) }{a_T-a_{T-1}} \prod_{l=1}^{T-2}z_l^{(T-l-2)}\\ \end{aligned}
∫exp(a1+l=1∑T−1(al+1−al)⋅j=1∏lzj)l=1∏T−1zl(T−l−1)dzT−1=aT−aT−1exp(a1+∑l=1T−2(al+1−al)⋅∏j=1lzj)(exp((aT−aT−l)∏j=1T−2zj)−1)∏l=1T−2zl(T−l−2)=aT−aT−1exp(a1+∑l=1T−3(al+1−al)⋅∏j=1lzj+(aT−aT−2)∏j=1T−2zj)−exp(a1+∑l=1T−2(al+1−al)⋅∏j=1lzj)l=1∏T−2zl(T−l−2)
第一部分连续积分得到
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\frac{e^{a_T}-e^{a_1} }{\prod _{i\neq T} (a_T-a_i)}+\textrm{others}
∏i=T(aT−ai)eaT−ea1+others
第二部分连续积分得到
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\frac{e^{a_{T-1}}-e^{a_1} }{\prod _{i\neq T-1} (a_{T-1}-a_i)}+\textrm{others}
∏i=T−1(aT−1−ai)eaT−1−ea1+others
在计算过程中
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\frac{1 }{ (a_T-a_{T-1}) (a_T-a_{T-2})}+\frac{1 }{ (a_{T-1}-a_T) (a_{T-1}-a_{T-2})}=\frac{1 }{ (a_{T-2}-a_T) (a_{T-2}-a_{T-1})}
(aT−aT−1)(aT−aT−2)1+(aT−1−aT)(aT−1−aT−2)1=(aT−2−aT)(aT−2−aT−1)1
用归纳法可证明
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\sum_{k=T-m+1}^T\frac{1 }{\prod _{i\neq k,i=T-m+1}^T (a_k-a_i)}=\frac{1 }{\prod _{i\neq k,i=T-m+1}^T (a_{T-m}-a_i)}
k=T−m+1∑T∏i=k,i=T−m+1T(ak−ai)1=∏i=k,i=T−m+1T(aT−m−ai)1
结合以上结果得到 1)
将1)的结果应用到2),结合密度函数得到 2)。
3)expand A.1
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\begin{aligned} E\left\{ {\exp \left( {\sum\limits_{l = 1}^L {a \cdot \left| {\phi _l } \right|^2} } \right)} \right\}& = \int_0^1 {e^{ax}p(x)dx} \\ &= \int_0^1 {e^{ax}\frac{\Gamma (T)}{\Gamma (T - L)\Gamma (L)}(1 - x)^{T - L - 1}x^{L - 1}dx} \\ &= \frac{\Gamma (T)}{\Gamma (T - L)\Gamma (L)}\int_0^1 {e^{a(1-y)}y^{T - L - 1}(1-y)^L dy} \\ &= \frac{\Gamma (T)}{\Gamma (T - L)\Gamma (L)}\int_0^1 {e^a e^{-ay}y^{T - L - 1}\sum _{i=0}^L\binom{L}{i}(-y)^{L-i} dy} \\&= \frac{\Gamma (T)e^a}{\Gamma (T - L)\Gamma (L)}\sum _{i=0}^L \frac{(-1)^{L-i}\gamma(T-i,a)}{a^{T-i}} \\ \end{aligned}
E{exp(l=1∑La⋅∣ϕl∣2)}=∫01eaxp(x)dx=∫01eaxΓ(T−L)Γ(L)Γ(T)(1−x)T−L−1xL−1dx=Γ(T−L)Γ(L)Γ(T)∫01ea(1−y)yT−L−1(1−y)Ldy=Γ(T−L)Γ(L)Γ(T)∫01eae−ayyT−L−1i=0∑L(iL)(−y)L−idy=Γ(T−L)Γ(L)Γ(T)eai=0∑LaT−i(−1)L−iγ(T−i,a)
这里
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x = \left| {\phi ^{L\ast }\phi ^L} \right| = \sum\limits_{l = 1}^L {a \cdot \left| {\phi _l } \right|^2}
x=∣∣ϕL∗ϕL∣∣=l=1∑La⋅∣ϕl∣2,
d
ϕ
1
d
ϕ
2
⋯
d
ϕ
L
=
π
L
Γ
(
L
)
x
L
−
1
d
x
d\phi _1 d\phi _2 \cdots d\phi _L = \frac{\pi ^L}{\Gamma (L)}x^{L - 1}dx
dϕ1dϕ2⋯dϕL=Γ(L)πLxL−1dx
Ref.
T. L. Marzetta and B. M. Hochwald, ``Capacity of a mobile multiple antenna communication link in Rayleigh flat fading,’’ IEEE Trans. Inf.Theory, vol. 45, no. 1, pp. 139–157, Jan. 1999