Related papers: Computation of the Marcum Q-function
The generalized Marcum functions appear in problems of technical and scientific areas such as, for example, radar detection and communications. In mathematical statistics and probability theory these functions are called the noncentral…
The generalized Marcum functions $Q_{\mu}(x,y)$ and $P_{\mu}(x,y)$ have as particular cases the non-central $\chi^2$ and gamma cumulative distributions, which become central distributions (incomplete gamma function ratios) when the…
We give an overview of published algorithms by our group and of current activities and future plans. In particular, we give details on methods for computing special functions and discuss in detail two current lines of research. Firstly, we…
Monotonicity criteria are established for the generalized Marcum Q-function, $\emph{Q}_{M}$, the standard Nuttall Q-function, $\emph{Q}_{M,N}$, and the normalized Nuttall Q-function, $\mathcal{Q}_{M,N}$, with respect to their real order…
First-order Marcum $Q$-function is observed in various problem formulations. However, it is not an easy-to-handle function. For this reason, in this paper, we first present a semi-linear approximation of the Marcum $Q$-function. Our…
Matrix functions with potential applications have a major role in science and engineering. One of the fundamental matrix functions, which is particularly important due to its connections with certain matrix differential equations and other…
This paper presents a new connection between the generalized Marcum-Q function and the confluent hypergeometric function of two variables, phi3. This result is then applied to the closed-form characterization of the bivariate Nakagami-m…
Novel analytic solutions are derived for integrals that involve the generalized Marcum Q-function, exponential functions and arbitrary powers. Simple closed-form expressions are also derived for the specific cases of the generic integrals.…
We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…
A novel power series representation of the generalized Marcum $Q-$function of positive order involving generalized Laguerre polynomials is presented. The absolute convergence of the proposed power series expansion is showed, together with a…
The cumulative distribution function of the non-central chi-square distribution $\chi_\nu'^2(\lambda),\, \nu\in\mathbb{R}^+$ possesses an integral representation in terms of a generalized Marcum $Q$-function. Regarding some already known…
This work presents analytic solutions for a useful integral in wireless communications, which involves the Marcum $Q{-}$function in combination with an exponential function and arbitrary power terms. The derived expressions have a rather…
The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this…
We describe an algorithm for using a quantum computer to calculate mean values of observables and the partition function of a quantum system. Our algorithm includes two sub-algorithms. The first sub-algorithm is for calculating, with…
We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…
It is shown that, if nu >= 1/2 then the generalized Marcum Q function Q_nu(a, b) is log-concave in 0<=b <infty. This proves a conjecture of Sun, Baricz and Zhou (2010). We also point out relevant results in the statistics literature.
An algorithm for computing the incomplete gamma function $\gamma^*(a,z)$ for real values of the parameter $a$ and negative real values of the argument $z$ is presented. The algorithm combines the use of series expansions, Poincar\'e-type…
Properties satisfied by the moments of the partial non-central chi-square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in…
An exponential-type approximation of the first order Marcum $Q$-function is presented, which is robust to changes in its first argument and can easily be integrated with respect to the second argument. Such characteristics are particularly…
The recurrence matrix relations, differentiation formulas, and analytical and fractional integral properties of incomplete gamma matrix functions $\gamma(Q, x)$ and $\Gamma(Q, x)$ are all covered in this article. The generalized incomplete…