Multivariate Nakagami- distribution with constant correlation model
نویسندگان
چکیده
منابع مشابه
Multivariate η − μ Fading Distribution with Constant Correlation Model
In this letter, we present formulas for the probability density, cumulative distribution, and moment generating functions of the multivariate η − μ fading distribution with the constant correlation model. We give examples of application of the derived results.
متن کاملOn the multivariate Nakagami-m distribution with exponential correlation
In this letter, capitalizing on the proof of a theorem presented by Blumenson and Miller many years ago, a useful closed formula for the exponentially correlated -variate Nakagamiprobability density function is proposed. Moreover, an infinite series approach for the corresponding cumulative distribution function is presented. Bounds on the error resulting from the truncation of the infinite ser...
متن کاملOn the Multivariate α-μ Distribution With Arbitrary Correlation
In this paper, an exact new closed formula for the multivariate α-μ joint probability density function (PDF) is derived allowing for an arbitrary correlation matrix. In addition, the bit error rate (BER) and the outage probability for the selection combining (SC) technique in a correlated α-μ fading channel is obtained.
متن کاملAn efficient approach to multivariate Nakagami-m distribution using Green's matrix approximation
In this letter, an efficient approach for the evaluation of the Nakagamimultivariate probability density function (pdf) and cumulative distribution function (cdf) with arbitrary correlation is presented. Approximating the correlation matrix with a Green’s matrix, useful closed formulas for the joint Nakagamipdf and cdf, are derived. The proposed approach is a significant theoretical tool that c...
متن کاملA test for constant correlations in a multivariate GARCH model
We introduce a Lagrange Multiplier (LM) test for the constant-correlation hypothesis in a multivariate GARCH model. The test examines the restrictions imposed on a model which encompasses the constant-correlation multivariate GARCH model. It requires the estimates of the constant-correlation model only and is computationally convenient. We report some Monte Carlo results on the "nite-sample pro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: AEU - International Journal of Electronics and Communications
سال: 2009
ISSN: 1434-8411
DOI: 10.1016/j.aeue.2007.10.009