New generalised approximation methods for the cumulative distribution function of arbitrary multivariate Rayleigh random variables
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Wiegand, M https://orcid.org/0000-0003-0276-658X
Nadarajah, S
Abstract
Based on our previous works, we revise a simple series expansion for multivariate probability density functions (PDF) of the Rayleigh distribution. From there we derive a similar expression for the cumulative density function (CDF) of multivariate Rayleigh random variables of arbitrary dimension and covariance matrix. The CDF is of particular interest as it can be used to compute outage probabilities of multi-channel wireless systems, for which we provide an example. We compare the performance of the newly proposed approximation to recently proposed methods based on numerical integration methods.
Description
Keywords
Outage probability, Cumulative distribution function, Series expansion, Multivariate Rayleigh distribution
Journal Title
Signal Processing
Conference Name
Journal ISSN
0165-1684
1872-7557
1872-7557
Volume Title
176
Publisher
Elsevier BV