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Oct 7, 2015 at 22:44 comment added user34626 I don't think we need the "modulo" anymore: $\delta'_{ij}=1$ if $i=j\in\{0,1,2,\ldots M-1\}$ $\text{modulo}\,(N+M)$. I believe just $\delta'_{ij}=1$ if $i=j\in\{0,1,2,\ldots M-1\}$ will suffice.
Oct 7, 2015 at 22:00 vote accept user34626
Oct 7, 2015 at 22:00 comment added user34626 I edited the question to add $M<N$, also made a small correction to the conditions for $N_k$ to reflect that. Answer matches perfectly with simulation. Thank you.
S Oct 7, 2015 at 21:58 history suggested user34626 CC BY-SA 3.0
Corrected conditions for $N_k$ to reflect the fact that $M<N$. Also last interval for $k$ starts from $N+2$ rather than $N+1$.
Oct 7, 2015 at 21:54 review Suggested edits
S Oct 7, 2015 at 21:58
Oct 7, 2015 at 8:51 history edited Carlo Beenakker CC BY-SA 3.0
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Oct 7, 2015 at 8:37 history edited Carlo Beenakker CC BY-SA 3.0
added 165 characters in body
Oct 6, 2015 at 23:37 history edited Carlo Beenakker CC BY-SA 3.0
deleted 417 characters in body
Oct 6, 2015 at 23:31 history edited Carlo Beenakker CC BY-SA 3.0
deleted 417 characters in body
Oct 6, 2015 at 21:16 history edited Carlo Beenakker CC BY-SA 3.0
added 236 characters in body
Oct 6, 2015 at 20:43 comment added user34626 $Y=\frac{1}{2}\sigma ^2N\text{tr}\mathbf{AA}^H$ does not match with simulation.
Oct 6, 2015 at 20:34 comment added user34626 Thank you for the answer. I'm trying to match the analytical solution you gave with simulation, currently they don't match. I'm trying to figure out why.
Oct 6, 2015 at 20:09 history edited Carlo Beenakker CC BY-SA 3.0
added 421 characters in body
Oct 6, 2015 at 19:40 history edited Carlo Beenakker CC BY-SA 3.0
deleted 2 characters in body
Oct 6, 2015 at 19:33 history answered Carlo Beenakker CC BY-SA 3.0