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 journal › Article

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

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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

Milovanović, G. V., Stefanović, M. Č., Panić, S. R., Anastasov, J. A., & Krstić, D. S. (2011). Statistical analysis of the square ratio of two multivariate exponentially correlated α-μ distributions and its application in telecommunications. 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.

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

Research output: Contribution to journal › Article

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10.1016/j.mcm.2011.01.046