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

• Published in: Mathematical and computer modelling 2011-07, Vol.54 (1), p.152-159
• Main Authors: Milovanović, Gradimir V., Stefanović, Mihajlo Č., Panić, Stefan R., Anastasov, Jelena A., Krstić, Dragana S.
• Format: Article
• Language: English
• Subjects: Exact sciences and technology; Fourier analysis; Mathematical analysis; Mathematics; Maximal and minimal square ratios; Methods of scientific computing (including symbolic computation, algebraic computation); Multivariate distribution; Numerical analysis. Scientific computation; Sciences and techniques of general use; SIR based SC diversity; Square ratios of exponentially correlated variables
• ISSN: 0895-7177; 1872-9479
• DOI: 10.1016/j.mcm.2011.01.046

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.