An MGF-based unified framework to determine the joint statistics of partial sums of ordered i.n.d. random variables

Handle URI:
http://hdl.handle.net/10754/563679
Title:
An MGF-based unified framework to determine the joint statistics of partial sums of ordered i.n.d. random variables
Authors:
Nam, Sungsik; Yang, Hongchuan; Alouini, Mohamed-Slim ( 0000-0003-4827-1793 ) ; Kim, Dongin
Abstract:
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 statistics of partial sums of ordered independent and identically distributed (i.i.d.) random variables was recently presented. However, the identical distribution assumption may not be valid in several real-world applications. With this motivation in mind, we consider in this paper the more general case in which the random variables are independent but not necessarily identically distributed (i.n.d.). More specifically, we extend the previous analysis and introduce a new more general unified analytical framework to determine the joint statistics of partial sums of ordered i.n.d. RVs. Our mathematical formalism is illustrated with an application on the exact performance analysis of the capture probability of generalized selection combining (GSC)-based RAKE receivers operating over frequency-selective fading channels with a non-uniform power delay profile. © 1991-2012 IEEE.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division; Electrical Engineering Program; Communication Theory Lab
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
IEEE Transactions on Signal Processing
Issue Date:
Aug-2014
DOI:
10.1109/TSP.2014.2326624
ARXIV:
arXiv:1307.8199
Type:
Article
ISSN:
1053587X
Sponsors:
This work was supported in part by the National Research Foundation of Korea (NRF) grant funded by the Korean government (MSIP) (NRF-2014R1A5A1011478). This is an extended version of a paper which was presented at the IEEE International Symposium on Information Theory (ISIT 2013), Istanbul, Turkey, July 2013.
Additional Links:
http://arxiv.org/abs/arXiv:1307.8199v2
Appears in Collections:
Articles; Electrical Engineering Program; Communication Theory Lab; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorNam, Sungsiken
dc.contributor.authorYang, Hongchuanen
dc.contributor.authorAlouini, Mohamed-Slimen
dc.contributor.authorKim, Donginen
dc.date.accessioned2015-08-03T12:06:04Zen
dc.date.available2015-08-03T12:06:04Zen
dc.date.issued2014-08en
dc.identifier.issn1053587Xen
dc.identifier.doi10.1109/TSP.2014.2326624en
dc.identifier.urihttp://hdl.handle.net/10754/563679en
dc.description.abstractThe 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 statistics of partial sums of ordered independent and identically distributed (i.i.d.) random variables was recently presented. However, the identical distribution assumption may not be valid in several real-world applications. With this motivation in mind, we consider in this paper the more general case in which the random variables are independent but not necessarily identically distributed (i.n.d.). More specifically, we extend the previous analysis and introduce a new more general unified analytical framework to determine the joint statistics of partial sums of ordered i.n.d. RVs. Our mathematical formalism is illustrated with an application on the exact performance analysis of the capture probability of generalized selection combining (GSC)-based RAKE receivers operating over frequency-selective fading channels with a non-uniform power delay profile. © 1991-2012 IEEE.en
dc.description.sponsorshipThis work was supported in part by the National Research Foundation of Korea (NRF) grant funded by the Korean government (MSIP) (NRF-2014R1A5A1011478). This is an extended version of a paper which was presented at the IEEE International Symposium on Information Theory (ISIT 2013), Istanbul, Turkey, July 2013.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.relation.urlhttp://arxiv.org/abs/arXiv:1307.8199v2en
dc.subjectexponential distributionen
dc.subjectjoint statisticsen
dc.subjectmoment generating function (MGF)en
dc.subjectnon-identical distributionen
dc.subjectOrder statisticsen
dc.subjectprobability density function (PDF)en
dc.titleAn MGF-based unified framework to determine the joint statistics of partial sums of ordered i.n.d. random variablesen
dc.typeArticleen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.contributor.departmentElectrical Engineering Programen
dc.contributor.departmentCommunication Theory Laben
dc.identifier.journalIEEE Transactions on Signal Processingen
dc.contributor.institutionHanyang University, Seoul, South Koreaen
dc.contributor.institutionDepartment of Electrical and Computer Engineering, University of Victoria, Victoria, BC, Canadaen
dc.contributor.institutionSungkyunkwan University (SKKU), Suwon-city 440-746, South Koreaen
dc.identifier.arxividarXiv:1307.8199en
kaust.authorAlouini, Mohamed-Slimen
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