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Order statistics find applications in various areas of communications and signal processing. In this paper, we introduce an unified analytical framework to determine the joint statistics of partial sums of ordered random variables (RVs).…

Information Theory · Computer Science 2010-08-19 Sung Sik Nam , Mohamed-Slim Alouini , Hong-Chuan Yang

The joint statistics of partial sums of ordered random variables (RVs) are often needed for the accurate performance characterization of a wide variety of wireless communication systems. A unified analytical framework to determine the joint…

Information Theory · Computer Science 2015-06-16 Sung Sik Nam , Hong-Chuan Yang , Mohamed-Slim Alouini , Dong In Kim

Two-wave with diffuse power (TWDP) is one of the most promising models for description of small-scale fading effects in emerging wireless networks. However, its current statistical characterization has several fundamental issues. Primarily,…

Signal Processing · Electrical Eng. & Systems 2021-11-29 A. Maric , P. Njemcevic , E. Kaljic

In the present work, we provide the general expression of the normalized centered moments of the Fr\'echet extreme-value distribution. In order to try to represent a set of data corresponding to rare events by a Fr\'echet distribution, it…

Statistics Theory · Mathematics 2023-03-29 Jean-Christophe Pain

We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…

Disordered Systems and Neural Networks · Physics 2010-09-16 Alberto Rosso , Raoul Santachiara , Werner Krauth

A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…

Statistical Finance · Quantitative Finance 2025-02-18 Stephen H. Lihn

The present work proposes analytical solutions for the integral of bivariate Fox H-function in combination with algebraic, exponential, and complementary error functions. In addition, the work also presents the derivative identities with…

Information Theory · Computer Science 2022-08-19 Puspraj Singh Chauhan , Sandeep Kumar , Imran Shafique Ansari

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…

Mathematical formulations and proofs for a wavelet based statistic employed in functional data analysis is elaborately discussed in this report. The propositions and derivations discussed here apply to a wavelet based statistic with hard…

Statistics Theory · Mathematics 2014-08-13 Senthil B. Girimurugan , Eric Chicken

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

Probability · Mathematics 2023-02-27 Robert E. Gaunt , Siqi Li

The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…

Information Theory · Computer Science 2019-11-27 Hongyang Du , Jiayi Zhang , Kostas P. Peppas , Hui Zhao , Bo Ai , Xiaodan Zhang

This work presents a novel approach to the mean-square analysis of the normalized least mean squares (NLMS) algorithm for circular complex colored Gaussian inputs. The analysis is based on the derivation of a closed-form expression for the…

Signal Processing · Electrical Eng. & Systems 2021-08-10 Tareq Y. Al-Naffouri , Muhammad Moinuddin , Anum Ali

The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude…

Machine Learning · Statistics 2026-03-30 Toru Nakashika

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

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

Probability · Mathematics 2026-05-18 Robert E. Gaunt , Heather L. Sutcliffe

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

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…

Probability · Mathematics 2025-12-09 Predrag Jelenkovic , Petar Momcilovic

We propose a novel distributed random access scheme for wireless networks based on slotted ALOHA, motivated by the analogies between successive interference cancellation and iterative belief-propagation decoding on erasure channels. The…

Information Theory · Computer Science 2016-11-15 Cedomir Stefanovic , Petar Popovski , Dejan Vukobratovic

The hidden variable formalism (based on the assumption of some intrinsic node parameters) turned out to be a remarkably efficient and powerful approach in describing and analyzing the topology of complex networks. Owing to one of its most…

Physics and Society · Physics 2019-08-13 Sámuel G. Balogh , Péter Pollner , Gergely Palla