Efficient Computation of Multivariate Rayleigh and Exponential Distributions

We propose an efficient approach for the computation of cumulative distribution functions of {N} correlated Rayleigh or exponential random variables (RVs) for arbitrary covariance matrices, which arise in the design and analysis of many wireless systems. Compared to the approaches in the literatur...

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Veröffentlicht in:	IEEE wireless communications letters 2019-04, Vol.8 (2), p.456-459
Hauptverfasser:	Isaac, Reneeta Sara, Mehta, Neelesh B.
Format:	Artikel
Sprache:	eng
Schlagworte:	Computational complexity Computational efficiency Computer simulation Convergence correlated fading Correlation Covariance matrices Covariance matrix cumulative distribution function Distribution functions exponential Monte Carlo simulation Multivariate Probability density function Random variables Rayleigh Relays Wireless communication
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