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The statistical properties of the multivariate Gamma-Gamma ($\Gamma \Gamma$) distribution with arbitrary correlation have remained unknown. In this paper, we provide analytical expressions for the joint probability density function (PDF),…

Information Theory · Computer Science 2016-11-18 Jiayi Zhang , Michail Matthaiou , George K. Karagiannidis , Linglong Dai

The probability density function (PDF) and cumulative distribution function of the sum of L independent but not necessarily identically distributed Gamma variates, applicable to the output statistics of maximal ratio combining (MRC)…

Information Theory · Computer Science 2012-07-19 Imran Shafique Ansari , Ferkan Yilmaz , Mohamed-Slim Alouini , Oğuz Kucur

The statistical characterization of the sum of random variables (RVs) are useful for investigating the performance of wireless communication systems. We derive exact closed-form expressions for the probability density function (PDF) and…

Information Theory · Computer Science 2019-10-24 Hongyang Du , Jiayi Zhang , Julian Cheng , Bo Ai

There are several cases in wireless communications theory where the statistics of the sum of independent or correlated Nakagami-m random variables (RVs) is necessary to be known. However, a closed-form solution to the distribution of this…

Information Theory · Computer Science 2010-05-06 Nikola Zlatanov , Zoran Hadzi-Velkov , George Karagiannidis

The Gamma-Gamma (GG) distribution has recently attracted the interest within the research community due to its involvement in various communication systems. In the context of RF wireless communications, GG distribution accurately models the…

Information Theory · Computer Science 2009-05-11 Nestor D. Chatzidiamantis , George K. Karagiannidis

The probability density function (PDF) and cumulative distribution function of the sum of L independent but not necessarily identically distributed squared \eta-\mu variates, applicable to the output statistics of maximal ratio combining…

Information Theory · Computer Science 2012-10-02 Imran Shafique Ansari , Ferkan Yilmaz , Mohamed-Slim Alouini

This paper investigates a natural generalization of the kappa-mu fading channel in which the line-of-sight (LOS) component is subject to shadowing. This fading distribution has a clear physical interpretation, good analytical properties and…

Information Theory · Computer Science 2024-10-30 J. F. Paris

The sum of random variables (RVs) appears extensively in wireless communications, at large, both conventional and advanced, and has been subject of longstanding research. The statistical characterization of the referred sum is crucial to…

In this paper, we derive exact closed-form expressions for the bivariate Nakagami-$m$ cumulative distribution function (CDF) with positive integer fading severity index $m$ in terms of a class of hypergeometric functions. Particularly, we…

Information Theory · Computer Science 2024-10-30 F. J. Lopez-Martinez , D. Morales-Jimenez , E. Martos-Naya , J. F. Paris

In this work, the product of two independent and non-identically distributed (i.n.i.d) $\kappa - \mu $ shadowed random variables is studied. We derive the series expression for the probability density function (PDF), cumulative distribution…

Information Theory · Computer Science 2022-03-30 Shashank Shekhar , Sheetal Kalyani

This paper presents exact formulas for the probability distribution function (PDF) and moment generating function (MGF) of the sum-product of statistically independent but not necessarily identically distributed (i.n.i.d.) Nakagami-$m$…

Information Theory · Computer Science 2024-05-28 Hamid Amiriara , Mahtab Mirmohseni , Farid Ashtiani , Masoumeh Nasiri-Kenari

A sum of lognormal random variables (RVs) appears in many problems of science and engineering. For example, it is invloved in computing the distribution of recevied signal and interference powers for radio channels subject to lognormal…

Signal Processing · Electrical Eng. & Systems 2024-05-16 Fredrik Berggren

In this paper, we study the statistical characterization of the sum of the squared $\kappa-\mu$ shadowed random variables with correlated shadowing components. The probability density function (PDF) of this sum is obtained in the form of a…

Information Theory · Computer Science 2014-09-09 Manav R. Bhatnagar

Lognormal random variables appear naturally in many engineering disciplines, including wireless communications, reliability theory, and finance. So, too, does the sum of (correlated) lognormal random variables. Unfortunately, no closed form…

General Finance · Quantitative Finance 2015-09-01 Christopher J. Rook , Mitchell Kerman

We present a novel and accurate approximation for the distribution of the sum of equally correlated Nakagami-m variates. Ascertaining on this result we study the performance of Equal Gain Combining (EGC) receivers, operating over equally…

Information Theory · Computer Science 2009-08-26 Zoran Hadzi-Velkov , Nikola Zlatanov , George K. Karagiannidis

We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…

Computation · Statistics 2017-11-15 Nadhir Ben Rached , Zdravko Botev , Abla Kammoun , Mohamed-Slim Alouini , Raul Tempone

This paper proposes a comprehensive and unprecedented framework that streamlines the derivation of exact, compact -- yet tractable -- solutions for the probability density function (PDF) and cumulative distribution function (CDF) of the sum…

Signal Processing · Electrical Eng. & Systems 2025-06-04 Fernando Darío Almeida García , Michel Daoud Yacoub , José Cândido Silveira Santos Filho

We derive a fully analytical, one-line closed-form expression for the cumulative distribution function (CDF) of the product of two correlated zero-mean normal random variables, avoiding any series representation. This result complements the…

Probability · Mathematics 2025-09-15 Erdinc Akyildirim , Alper Hekimoglu

This work studies the product and ratio statistics of independent and non-identically distributed (i.n.i.d) $ \alpha-\kappa - \mu $ shadowed random variables. We derive the series expression for the probability density function (PDF),…

Information Theory · Computer Science 2024-07-16 Shashank Shekhar , Sheetal Kalyani

We show that the popular and general {\kappa}-{\mu} shad- owed fading model with integer fading parameters {\mu} and m can be represented as a mixture of squared Nakagami (or Gamma) distributions. Thus, its PDF and CDF can be expressed in…

Information Theory · Computer Science 2024-10-30 F. Javier Lopez-Martinez , Jose F. Paris , Juan M. Romero-Jerez
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