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