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On the ratio of independent complex Gaussian random variables

In this paper, we derive a closed form equation for the joint probability distribution f R z , Θ z ( r z , θ z ) of the amplitude R z and phase Θ z of the ratio Z = X Y of two independent non-zero mean Complex Gaussian random variables X ∼ C N ( ν x e j ϕ x , σ x 2 ) and Y ∼ C N ( ν y e j ϕ y , σ y...

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Published in:Multidimensional systems and signal processing 2018-10, Vol.29 (4), p.1553-1561
Main Authors: Nadimi, E. S., Ramezani, M. H., Blanes-Vidal, V.
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description In this paper, we derive a closed form equation for the joint probability distribution f R z , Θ z ( r z , θ z ) of the amplitude R z and phase Θ z of the ratio Z = X Y of two independent non-zero mean Complex Gaussian random variables X ∼ C N ( ν x e j ϕ x , σ x 2 ) and Y ∼ C N ( ν y e j ϕ y , σ y 2 ) . The derived joint probability distribution only contains a confluent hypergeometric function of the first kind 1 F 1 without infinite summations resulting in computational efficiency. We further derive the probability distribution for the ratio of two non-zero mean independent real Rician random variables containing an infinite summation generated by the estimation of the Cauchy product of equivalent series of two modified Bessel functions.
doi_str_mv 10.1007/s11045-017-0519-3
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subjects Artificial Intelligence
Bessel functions
Circuits and Systems
Complex variables
Computing time
Electrical Engineering
Engineering
Hypergeometric functions
Independent variables
Probability distribution
Random variables
Real variables
Signal,Image and Speech Processing
title On the ratio of independent complex Gaussian random variables
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