DocumentCode :
1394619
Title :
New representations and bounds for the generalized marcum Q-function via a geometric approach, and an application
Author :
Li, Rong ; Kam, Pooi Yuen ; Fu, Hua
Author_Institution :
Dept. of Electr. & Comput. Eng., Nat. Univ. of Singapore, Singapore, Singapore
Volume :
58
Issue :
1
fYear :
2010
fDate :
1/1/2010 12:00:00 AM
Firstpage :
157
Lastpage :
169
Abstract :
The generalized Marcum Q-function of order m, Qm(a, b), is interpreted geometrically as the probability of a 2m-dimensional, real, Gaussian random vector Z2m, whose mean vector has a Frobenius norm of a, lying outside of a hyperball BO,b 2m of 2m dimensions, with radius b, and centered at the origin O. Based on this new geometric view, some new representations and closed-form bounds are derived for Qm(a, b). For the case that m is an odd multiple of 0.5, a new closed-form representation is derived, which involves only simple exponential and ERFC functions. For the case that m is an integer, a pair of new, finite-integral representations for Qm(a, b) is derived. Some generic exponential bounds and ERFC bounds are also derived by computing the probability of Z2m lying outside of various bounding geometrical shapes whose surfaces tightly enclose, or are tightly enclosed by the surface of BO,b 2m. These bounding shapes consist of an arbitrarily large number of parts. As their closeness of fit with BO,b 2m improves, our generic bounds approach the exact value of Qm(a, b). The function Qm(a, b) is proved to be an increasing function of its order when 2m is a positive integer. Thus, Qm+0.5(a, b) and Qm-0.5(a, b) can be used as tight upper and lower bounds, respectively, on Qm(a,b). Their average is a good approximation to Qm(a, b). An application of our new representations and bounds is also given.
Keywords :
Gaussian processes; approximation theory; geometry; probability; radiocommunication; ERFC functions; Frobenius norm; Gaussian random vector; approximation; closed-form bounds; exponential function; finite-integral representations; generalized Marcum Q-function; geometric approach; probability; Chi-square distribution, exponential function; Gaussian distribution, geometric view, Marcum Q-function; probability bounds, Rician distribution;
fLanguage :
English
Journal_Title :
Communications, IEEE Transactions on
Publisher :
ieee
ISSN :
0090-6778
Type :
jour
DOI :
10.1109/TCOMM.2010.01.070426
Filename :
5397910
Link To Document :
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