New bounds for the generalized Marcum Q-function

Authors:
Árpád Baricz;Yin Sun
Affiliations:
Department of Economics, Babes-Bolyai University, Cluj-Napoca, Romania;State Key Laboratory on Microwave and Digital Communications, Tsinghua National Laboratory for Information Science and Technology, Department of Electronic Engineering, Tsinghua University, Beijin ...
Venue:
IEEE Transactions on Information Theory
Year:
2009

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Abstract

In this paper, we study the generalized Marcum Q-function Qν(a,b) where a, ν 0 and b ≥ 0. Our aim is to extend the results of Corazza and Ferrari (IEEE Trans. Inf. Theory, vol. 48, pp. 3003-3008, 2002) to the generalized Marcum Q-function in order to deduce some new tight lower and upper bounds. The key tools in our proofs are some monotonicity properties of certain functions involving the modified Bessel function of the first kind and some classical inequalities, i.e., the Cauchy-Buniakowski-Schwarz and Chebyshev integral inequalities. These bounds are shown to be very tight for large b, i.e., the relative errors of our bounds converge to zero as b increases. Both theoretical analysis and numerical results are provided to show the tightness of our bounds.