DocumentCode
2046326
Title
On the probability density function of the product of Rayleigh distributed random variables
Author
Widanagamage, A. ; Jayalath, Dhammika
Author_Institution
Fac. of Built Environ. & Eng., Queensland Univ. of Technol., Brisbane, QLD, Australia
fYear
2012
fDate
12-14 Dec. 2012
Firstpage
1
Lastpage
4
Abstract
In this paper we investigate the distribution of the product of Rayleigh distributed random variables. Considering the Mellin-Barnes inversion formula and using the saddle point approach we obtain an upper bound for the product distribution. The accuracy of this tail-approximation increases as the number of random variables in the product increase.
Keywords
Rayleigh channels; probability; Mellin-Barnes inversion formula; Rayleigh distributed random variables; probability density function; product distribution; saddle point approach;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing and Communication Systems (ICSPCS), 2012 6th International Conference on
Conference_Location
Gold Coast, QLD
Print_ISBN
978-1-4673-2392-5
Electronic_ISBN
978-1-4673-2391-8
Type
conf
DOI
10.1109/ICSPCS.2012.6508017
Filename
6508017
Link To Document