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This paper provides closed-form expansions for the log-likelihood function of multivariate diffusions sampled at discrete time intervals. The coefficients of the expansion are calculated explicitly by exploiting the special structure…

Statistics Theory · Mathematics 2008-12-18 Yacine Aït-Sahalia

A new ensemble forecast algorithm, named as the physics-informed data-driven algorithm with conditional Gaussian statistics (PIDD-CG), is developed to predict the time evolution of the probability density functions (PDFs) of complex…

Fluid Dynamics · Physics 2022-04-20 Nan Chen , Di Qi

This work derives the exact outage probability (OP) and ergodic capacity (EC) for the near user (NU) in the widely adopted two-user downlink non-orthogonal multiple access (NOMA) over fading channels. By noting that the noise and fading…

Information Theory · Computer Science 2026-04-14 Arafat Al-Dweik , Alok Kumar Shukla , Sami Muhaidat

We introduce and characterize the Multi-cluster Two-Wave (MTW) fading model, which generalizes \textit{both} the Durgin's Two-Wave with Diffuse Power (TWDP) and the $\kappa$-$\mu$ models under a common umbrella. The MTW model consists of an…

Information Theory · Computer Science 2024-10-28 Maryam Olyaee , Juan P. Pena-Martin , F. J. Lopez-Martinez , Juan M. Romero-Jerez

We derive a closed-form expression for the orthogonal polynomials associated with the general lognormal density. The result can be utilized to construct easily computable approximations for probability density function of a product of…

Information Theory · Computer Science 2016-11-17 Zhong Zheng , Lu Wei , Jyri Hämäläinen , Olav Tirkkonen

Massive MIMO base stations use multiple spatial diversity branches, which are often assumed to be uncorrelated in theoretical work. Correlated branches are considered seldom since they are mathematically less tractable. For correlated…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Jens Abraham , Pablo Ramirez-Espinosa , Torbjörn Ekman

Rate outage probability is an important performance metric to measure the level of quality of service (QoS) in the 4th Generation (4G) broadband access networks. Thus, in this paper, we calculate a closed form expression of the rate outage…

Networking and Internet Architecture · Computer Science 2013-04-03 Mohammad Hayajneh , Najah AbuAli

We propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based…

Probability · Mathematics 2015-06-02 Hamza Soury , Mohamed-Slim Alouini

In this work, an integrated performance evaluation of a decode-and-forward (DF) multi-hop wireless communication system is undertaken over the non-linear generalized $\alpha-\kappa-\mu$ and $\alpha-\kappa-\mu$-Extreme fading models.…

Information Theory · Computer Science 2019-03-25 Tau Raphael Rasethuntsa , Sandeep Kumar , Manpreet Kaur

Modeling and analysis of cooperative spectrum sensing is an important aspect in cognitive radio systems. In this paper, the problem of energy detection (ED) of an unknown signal over Nakagami-$m$ fading is revisited. Specifically, an…

Information Theory · Computer Science 2015-05-01 Debasish Bera , Sant S. Pathak , Indrajit Chakrabarty , George K. Karagiannidis

This paper investigates probability density functions (PDFs) that are continuous everywhere, nearly uniform around the mode of distribution, and adaptable to a variety of distribution shapes ranging from bell-shaped to rectangular. From the…

Machine Learning · Computer Science 2022-04-01 Osamu Fujita

We consider multiple-input multiple-output (MIMO) transmit beamforming systems with maximum ratio combining (MRC) receivers. The operating environment is Rayleigh-fading with both transmit and receive spatial correlation. We present exact…

Information Theory · Computer Science 2016-11-17 Matthew R. McKay , Alex J. Grant , Iain B. Collings

In this paper, we analyze the performance of cognitive radio (CR) systems over different composite generalized multipath /shadowed fading scenarios. The \k{appa}-{\mu} shadowed and Fisher-Snedecor F fading channels which are proposed as a…

Information Theory · Computer Science 2018-07-27 Hussien Al-Hmood

In this paper, novel closed-form expressions for the level crossing rate (LCR) and average fade duration (AFD) of $\kappa-\mu$ shadowed fading channels are derived. The new equations provide the capability of modeling the correlation…

Information Theory · Computer Science 2015-06-30 Simon L. Cotton

This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…

Probability · Mathematics 2025-11-03 Bilgi Yilmaz , Alper Hekimoglu

In this paper, we present the $\alpha$-$\eta$-$\mathcal{F}$ and $\alpha$-$\kappa$-$\mathcal{F}$ composite fading distributions. The two distributions generalize the two well-known composite fading distributions, namely the…

Signal Processing · Electrical Eng. & Systems 2020-05-15 Osamah. S. Badarneh

In probability density function (PDF) methods a transport equation is solved numerically to compute the time and space dependent probability distribution of several flow variables in a turbulent flow. The joint PDF of the velocity…

Fluid Dynamics · Physics 2010-06-04 J. Bakosi , P. Franzese , Z. Boybeyi

In a cooperative spectrum sharing (CSS) protocol, two wireless systems operate over the same frequency band albeit with different priorities. The secondary (or cognitive) system which has a lower priority, helps the higher priority primary…

Networking and Internet Architecture · Computer Science 2016-11-15 Shubha Sharma , Ankush Vashistha , Vivek Ashok Bohara

We explore a generative machine learning-based approach for estimating multi-dimensional probability density functions (PDFs) in a target sample using a statistically independent but related control sample - a common challenge in particle…

Data Analysis, Statistics and Probability · Physics 2025-04-18 Eli Gendreau-Distler , Luc Le Pottier , Haichen Wang

The effective throughput of multiple-input single-output (MISO) wireless communication systems over $\kappa-\mu$ shadowed fading channels is analysed. To obtain exact closed-from expression, the moment generating function (MGF) of the…

Information Theory · Computer Science 2018-05-01 H. Al-Hmood , H. S. Al-Raweshidy