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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Veröffentlicht in:Multidimensional systems and signal processing 2018-10, Vol.29 (4), p.1553-1561
Hauptverfasser: Nadimi, E. S., Ramezani, M. H., Blanes-Vidal, V.
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Sprache:eng
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Zusammenfassung: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.
ISSN:0923-6082
1573-0824
DOI:10.1007/s11045-017-0519-3