Exact Distribution of the Max/Min of Two Correlated Random Variables

Exact Distribution of the Max/Min of Two Correlated Random Variables

Statistical static timing analysis involves the distributions of the maximum and minimum of correlated random variables. Nadarajah and Kotz (IEEE Trans Very Large Scale Integr Syst 16:210–2012, 2008) derived closed form expressions for the distributions when the random variables are Gaussian. Here,...

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Veröffentlicht in:Wireless personal communications 2021-02, Vol.116 (3), p.1593-1612
Hauptverfasser: Zhang, Y., Nadarajah, S.
Format: Artikel
Sprache:eng
Schlagworte:
Communications Engineering
Computer Communication Networks
Engineering
Networks
Random variables
Signal,Image and Speech Processing
Static timing analysis
Very large scale
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Zusammenfassung:Statistical static timing analysis involves the distributions of the maximum and minimum of correlated random variables. Nadarajah and Kotz (IEEE Trans Very Large Scale Integr Syst 16:210–2012, 2008) derived closed form expressions for the distributions when the random variables are Gaussian. Here, we extend the work when the random variables follow a wide range of non-Gaussian distributions.
ISSN:0929-6212
1572-834X
DOI:10.1007/s11277-020-07750-z