Journal of Multivariate Analysis
DNCOCO'08 Proceedings of the 7th conference on Data networks, communications, computers
A class of bivariate exponential distributions
Journal of Multivariate Analysis
WSEAS TRANSACTIONS on COMMUNICATIONS
IEEE Transactions on Wireless Communications
IEEE Transactions on Information Theory
On the statistics of signal-to-interference plus noise ratio in wireless communications
IEEE Transactions on Communications
IEEE Transactions on Communications
IEEE Transactions on Communications
New series representation for the trivariate non-central chi-squared distribution
IEEE Transactions on Communications
The Bivariate generalized-K (KG) distribution and its application to diversity receivers
IEEE Transactions on Communications
Nonlinear MIMO: affordable MIMO technology for wireless sensor networks
IEEE Transactions on Wireless Communications
The effect of fading correlation on average source MMSE distortion
ICC'09 Proceedings of the 2009 IEEE international conference on Communications
The multivariate α-µ distribution
IEEE Transactions on Wireless Communications
Wireless Personal Communications: An International Journal
SC and SSC diversity reception over correlated Nakagami-m fading channels in the presence of CCI
WSEAS TRANSACTIONS on COMMUNICATIONS
Scheduling with outdated CSI: effective service capacities of optimistic vs. pessimistic policies
Proceedings of the 2012 IEEE 20th International Workshop on Quality of Service
Wireless Personal Communications: An International Journal
Hi-index | 754.90 |
In this paper, expressions for multivariate Rayleigh and exponential probability density functions (PDFs) generated from correlated Gaussian random variables are presented. We first obtain a general integral form of the PDFs, and then study the case when the complex Gaussian generating vector is circular. We consider two specific circular cases: the exchangeable case when the variates are evenly correlated, and the exponentially correlated case. Expressions for the multivariate PDF in these cases are obtained in integral form as well as in the form of a series of products of univariate PDFs. We also derive a general expression for the multivariate exponential characteristic function (CF) in terms of determinants. In the exchangeable and exponentially correlated cases, CF expressions are obtained in the form of a series of products of univariate gamma CFs. The CF of the sum of exponential variates in these cases is obtained in closed form. Finally, the bivariate case is presented mentioning its main features. While the integral forms of the multivariate PDFs provide a general analytical framework, the series and determinant expressions for the exponential CFs and the series expressions for the PDFs can serve as a useful tool in the performance analysis of digital modulation over correlated Rayleigh-fading channels using diversity combining.