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

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
Pages (from-to)	152-159
Number of pages	8
Journal	Mathematical and Computer Modelling
Volume	54
Issue number	1-2
DOIs	https://doi.org/10.1016/j.mcm.2011.01.046
Publication status	Published - 1 Jul 2011
Externally published	Yes

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

Access to Document

10.1016/j.mcm.2011.01.046

Fingerprint Dive into the research topics of 'Statistical analysis of the square ratio of two multivariate exponentially correlated α-μ distributions and its application in telecommunications'. Together they form a unique fingerprint.

Cite this

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.

In: Mathematical and Computer Modelling, Vol. 54, No. 1-2, 01.07.2011, p. 152-159.

Research output: Contribution to journal › Article › peer-review

@article{d5296d52cc274ee18ef8a22627e4c637,

title = "Statistical analysis of the square ratio of two multivariate exponentially correlated α-μ distributions and its application in telecommunications",

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.",

keywords = "Maximal and minimal square ratios, Multivariate distribution, SIR based SC diversity, Square ratios of exponentially correlated variables",

author = "Milovanovi{\'c}, {Gradimir V.} and Stefanovi{\'c}, {Mihajlo {\v C}} and Pani{\'c}, {Stefan R.} and Anastasov, {Jelena A.} and Krsti{\'c}, {Dragana S.}",

year = "2011",

month = jul,

day = "1",

doi = "10.1016/j.mcm.2011.01.046",

language = "English",

volume = "54",

pages = "152--159",

journal = "Mathematical and Computer Modelling",

issn = "0895-7177",

publisher = "Elsevier Limited",

number = "1-2",

}

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