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An Identity of Hankel Matrices Generated from the Moments of Gaussian Distribution (2403.04052v1)

Published 6 Mar 2024 in cs.IT and math.IT

Abstract: In this letter, we proved a matrix identity of Hankel matrices that seems unrevealed before, generated from the moments of Gaussian distributions. In particular, we derived the Cholesky decompositions of the Hankel matrices in closed-forms, and showed some interesting connections between them. The results have potential applications in such as optimizing a nonlinear (NL) distortion function that maximizes the receiving gain in wireless communication systems.

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