Matthew R. McKay

Prathapasinghe Dharmawansa, Matthew McKay, Yang Chen

Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<λ_1\leq λ_{2}\leq ...\leq λ_n<\infty$ denote the eigenvalues of $\mathbf{A}^{*}\mathbf{A}$ where $(\cdot)^*$ represents conjugate-transpose. This paper investigates the distribution of the random variables $\frac{\sum_{j=1}^n λ_j}{λ_k}$, for $k = 1$ and $k = 2$. These two variables are related to certain condition number metrics, including the so-called Demmel condition number, which have been shown to arise in a variety of applications. For both cases, we derive new exact expressions for the probability densities, and establish the asymptotic behavior as the matrix dimensions grow large. In particular, it is shown that as $n$ and $m$ tend to infinity with their difference fixed, both densities scale on the order of $n^3$. After suitable transformations, we establish exact expressions for the asymptotic densities, obtaining simple closed-form expressions in some cases. Our results generalize the work of Edelman on the Demmel condition number for the case $m = n$.

Neel Kanth Kundu, Soumya P. Dash, Matthew R. McKay et al.

We propose a multiple-input multiple-output (MIMO) quantum key distribution (QKD) scheme for terahertz (THz) frequency applications operating at room temperature. Motivated by classical MIMO communications, a transmit-receive beamforming scheme is proposed that converts the rank-$r$ MIMO channel between Alice and Bob into $r$ parallel lossy quantum channels. Compared with existing single-antenna QKD schemes, we demonstrate that the MIMO QKD scheme leads to performance improvements by increasing the secret key rate and extending the transmission distance. Our simulation results show that multiple antennas are necessary to overcome the high free-space path loss at THz frequencies. We demonstrate a non-monotonic relation between performance and frequency, and reveal that positive key rates are achievable in the $10-30$ THz frequency range. The proposed scheme can be used for both indoor and outdoor QKD applications for beyond fifth-generation ultra-secure wireless communications systems.

David Morales-Jimenez, Romain Couillet, Matthew R. McKay

A large dimensional characterization of robust M-estimators of covariance (or scatter) is provided under the assumption that the dataset comprises independent (essentially Gaussian) legitimate samples as well as arbitrary deterministic samples, referred to as outliers. Building upon recent random matrix advances in the area of robust statistics, we specifically show that the so-called Maronna M-estimator of scatter asymptotically behaves similar to well-known random matrices when the population and sample sizes grow together to infinity. The introduction of outliers leads the robust estimator to behave asymptotically as the weighted sum of the sample outer products, with a constant weight for all legitimate samples and different weights for the outliers. A fine analysis of this structure reveals importantly that the propensity of the M-estimator to attenuate (or enhance) the impact of outliers is mostly dictated by the alignment of the outliers with the inverse population covariance matrix of the legitimate samples. Thus, robust M-estimators can bring substantial benefits over more simplistic estimators such as the per-sample normalized version of the sample covariance matrix, which is not capable of differentiating the outlying samples. The analysis shows that, within the class of Maronna's estimators of scatter, the Huber estimator is most favorable for rejecting outliers. On the contrary, estimators more similar to Tyler's scale invariant estimator (often preferred in the literature) run the risk of inadvertently enhancing some outliers.