Computing the distribution of sums of random sine waves and of Rayleigh-distributed random variables by saddle-point integration

Computing the distribution of sums of random sine waves and of Rayleigh-distributed random variables by saddle-point integration

The method of saddle-point integration is applied to calculating the cumulative distribution of sums of independent random variables that either have a Rayleigh distribution or are sine waves with independently random phases in the presence of Gaussian random noise.

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Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on communications 1997-11, Vol.45 (11), p.1487-1494
1. Verfasser: Helstrom, C.W.
Format: Artikel
Sprache:eng
Schlagworte:
Communications Society
Distributed computing
Fourier transforms
Gaussian noise
Laplace equations
Phase noise
Probability density function
Probability distribution
Random variables
Roundoff errors
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Beschreibung
Zusammenfassung:The method of saddle-point integration is applied to calculating the cumulative distribution of sums of independent random variables that either have a Rayleigh distribution or are sine waves with independently random phases in the presence of Gaussian random noise.
ISSN:0090-6778
1558-0857
DOI:10.1109/26.649781