RUS  ENG
Full version
JOURNALS // Funktsional'nyi Analiz i ego Prilozheniya // Archive

Funktsional. Anal. i Prilozhen., 2020 Volume 54, Issue 4, Pages 37–55 (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

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.

UDC: 519.2

Received: 24.03.2020
Revised: 11.06.2020
Accepted: 17.06.2020

DOI: 10.4213/faa3774


 English version:
Functional Analysis and Its Applications, 2020, 54:4, 257–271

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024