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

Gradimir V. Milovanović, Mihajlo Č Stefanović, Stefan R. Panić, Jelena A. Anastasov, Dragana S. Krstić

Research output: Contribution to journalArticle

2 Citations (Scopus)

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 languageEnglish
Pages (from-to)152-159
Number of pages8
JournalMathematical and Computer Modelling
Volume54
Issue number1-2
DOIs
Publication statusPublished - 1 Jul 2011
Externally publishedYes

Fingerprint

Telecommunications
Probability density function
Statistical Analysis
Telecommunication
Statistical methods
Cumulative distribution function
Random variables
Performance Measures
Communication Systems
Distribution functions
System Performance
Communication systems
Closed-form
Receiver
Random variable
Interference

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

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 journalArticle

Milovanović, Gradimir V. ; Stefanović, Mihajlo Č ; Panić, Stefan R. ; Anastasov, Jelena A. ; Krstić, Dragana S. / Statistical analysis of the square ratio of two multivariate exponentially correlated α-μ distributions and its application in telecommunications. In: Mathematical and Computer Modelling. 2011 ; Vol. 54, No. 1-2. pp. 152-159.
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