### Abstract

In this paper the exact probability density function of a multivariate α-μ distributed variables with exponentially correlated random variables is derived. Capitalizing on this the joint probability density function (JPDF) is derived for the square ratios of two multivariate exponentially correlated α-μ distributed variables. Closed form expressions are determined for the cumulative distribution function (CDF) and probability density function (PDF) of the maximal and minimal square ratio of two multivariate exponentially correlated α-μ distributions. Using these new formulae, SIR (signal-to-interference) based analysis of selection combining (SC) receiver through standard communication system performance measures can be performed.

Original language | English |
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Pages (from-to) | 152-159 |

Number of pages | 8 |

Journal | Mathematical and Computer Modelling |

Volume | 54 |

Issue number | 1-2 |

DOIs | |

Publication status | Published - 1 Jul 2011 |

Externally published | Yes |

### Fingerprint

### Keywords

- Maximal and minimal square ratios
- Multivariate distribution
- SIR based SC diversity
- Square ratios of exponentially correlated variables

### ASJC Scopus subject areas

- Modelling and Simulation
- Computer Science Applications

### Cite this

*Mathematical and Computer Modelling*,

*54*(1-2), 152-159. https://doi.org/10.1016/j.mcm.2011.01.046

**Statistical analysis of the square ratio of two multivariate exponentially correlated α-μ distributions and its application in telecommunications.** / Milovanović, Gradimir V.; Stefanović, Mihajlo Č; Panić, Stefan R.; Anastasov, Jelena A.; Krstić, Dragana S.

Research output: Contribution to journal › Article

*Mathematical and Computer Modelling*, vol. 54, no. 1-2, pp. 152-159. https://doi.org/10.1016/j.mcm.2011.01.046

}

TY - JOUR

T1 - Statistical analysis of the square ratio of two multivariate exponentially correlated α-μ distributions and its application in telecommunications

AU - Milovanović, Gradimir V.

AU - Stefanović, Mihajlo Č

AU - Panić, Stefan R.

AU - Anastasov, Jelena A.

AU - Krstić, Dragana S.

PY - 2011/7/1

Y1 - 2011/7/1

N2 - In this paper the exact probability density function of a multivariate α-μ distributed variables with exponentially correlated random variables is derived. Capitalizing on this the joint probability density function (JPDF) is derived for the square ratios of two multivariate exponentially correlated α-μ distributed variables. Closed form expressions are determined for the cumulative distribution function (CDF) and probability density function (PDF) of the maximal and minimal square ratio of two multivariate exponentially correlated α-μ distributions. Using these new formulae, SIR (signal-to-interference) based analysis of selection combining (SC) receiver through standard communication system performance measures can be performed.

AB - In this paper the exact probability density function of a multivariate α-μ distributed variables with exponentially correlated random variables is derived. Capitalizing on this the joint probability density function (JPDF) is derived for the square ratios of two multivariate exponentially correlated α-μ distributed variables. Closed form expressions are determined for the cumulative distribution function (CDF) and probability density function (PDF) of the maximal and minimal square ratio of two multivariate exponentially correlated α-μ distributions. Using these new formulae, SIR (signal-to-interference) based analysis of selection combining (SC) receiver through standard communication system performance measures can be performed.

KW - Maximal and minimal square ratios

KW - Multivariate distribution

KW - SIR based SC diversity

KW - Square ratios of exponentially correlated variables

UR - http://www.scopus.com/inward/record.url?scp=79955471356&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=79955471356&partnerID=8YFLogxK

U2 - 10.1016/j.mcm.2011.01.046

DO - 10.1016/j.mcm.2011.01.046

M3 - Article

AN - SCOPUS:79955471356

VL - 54

SP - 152

EP - 159

JO - Mathematical and Computer Modelling

JF - Mathematical and Computer Modelling

SN - 0895-7177

IS - 1-2

ER -