A series representation for multidimensional Rayleigh distributions
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Wiegand, M
Nadarajah, S https://orcid.org/0000-0002-0481-0372
Abstract
jats:titleSummary</jats:title>jats:pThe Rayleigh distribution is of paramount importance in signal processing and many other areas, yet an expression for random variables of arbitrary dimensions has remained elusive. In this note, we generalise the results of Beard and Tekinay for quadrivariate random variables to cases of unconstrained order and provide a simple algorithm for evaluation. The assumptions of cross‐correlation between in‐phase and quadrature, as well as nonsingularity of the covariance matrix, are retained throughout our computations.</jats:p>
Description
Keywords
complex Gaussian distribution, multivariate Rayleigh distribution
Journal Title
International Journal of Communication Systems
Conference Name
Journal ISSN
1074-5351
1099-1131
1099-1131
Volume Title
31
Publisher
Wiley
Publisher DOI
Rights
All rights reserved