Bivariate gamma distribution from complex inverse wishart matrix

Author

Xu, Rongtao ; Zhong, Zhangdui ; Chen, Jiann-Mou ; Ai, Bo

Author_Institution

State Key Lab. of Rail Traffic Control & Safety, Beijing Jiaotong Univ., Beijing

Volume

13

Issue

2

fYear

2009

fDate

2/1/2009 12:00:00 AM

Firstpage

118

Lastpage

120

Abstract

In this letter, a new form of bivariate gamma distribution is proposed from the complex inverse Wishart matrix. We have derived the closed-form expressions for the probability density function and the joint central moments of this bivariate gamma distribution. Finally, the analytical results are used to obtain the outage probability for a multiple-input multiple-output wireless communication systems with two transmit antennas.

Keywords

MIMO communication; antenna arrays; gamma distribution; matrix algebra; transmitting antennas; bivariate gamma distribution; closed-form expressions; complex inverse Wishart matrix; joint central moments; multiple-input multiple-output wireless communication systems; outage probability; probability density function; transmit antennas; Closed-form solution; Covariance matrix; Fading; Helium; Laboratories; MIMO; Probability density function; Rail transportation; Transmitting antennas; Wireless communication; Bivariate gamma distribution, inverse complex Wishart matrix, MIMO systems, outage probability;

fLanguage

English

Journal_Title

Communications Letters, IEEE

Publisher

ieee

ISSN

1089-7798

Type

jour

DOI

10.1109/LCOMM.2009.081552

Filename

4783777