Math Problem Statement
Define a unitary matrix $\mathbf{U}=\left[\mathbf{u}_1, \mathbf{u}_2, \ldots, \mathbf{u}_N\right] \in$ $\mathbb{U}(N)$, where $\mathbb{U}(N)$ denotes the unitary group of degree $N$. $$ \mathbf{x}=\mathrm{U}[s_1,s_2,\cdots,s_N]^T $$ where $s_1,s_2,\cdots,s_N$ are independent and equally distributed but not Gaussian random variables with an expectation of 0 , and $$ \mathbb{E}\left(\left|s_n\right|^2\right)=1, \quad \forall n $$ $$ \mathbb{E}\left(s_n\right)=0, \quad \mathbb{E}\left(s_n^2\right)=0, \quad \forall n $$ $$ \mu_4 \triangleq \mathbb{E}\left(\left|s_n\right|^4\right) $$. $$ \tilde{r}_k=\mathrm{x}^H \tilde{\mathbf{J}}_k \mathrm{x}=\tilde{r}_{-k}^*, \quad k=0,1, \ldots, N-1 $$ where $\tilde{\mathbf{J}}_k$ is defined as the $k$ th periodic shift matrix, given as $$ \tilde{\mathbf{J}}_k=\left[\begin{array}{cc} 0 & \mathbf{I}_{N-k} \\ \mathbf{I}_k & 0 \end{array}\right] $$ and $$ \tilde{\mathbf{J}}_{-k}=\tilde{\mathbf{J}}_k^T=\left[\begin{array}{cc} 0 & \mathbf{I}_k \\ \mathbf{I}_{N-k} & 0 \end{array}\right] $$ $$ \mathrm{EISL}=\sum_{k=1}^{N-1} \mathbb{E}\left(\alpha^{2}_{k}\left|\tilde{r}_k\right|^2\right)=\sum_{k=1}^{N-1} \mathbb{E}\left(\alpha^{2}_{k}\left|\mathbf{s}^H \mathbf{U}^H \tilde{\mathbf{J}}_k \mathbf{U s}\right|^2\right) $$ Find the relation between $\mathrm{EISL}$ and $\left|\mathrm{U}\right|^4$
Solution
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Math Problem Analysis
Mathematical Concepts
Unitary matrices
Random variables
Expectation
Isserlis' theorem
Formulas
EISL formula
Expectation of quadratic terms
Theorems
Unitary matrix properties
Suitable Grade Level
Advanced Mathematics
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