An MGF-based unified framework to determine the joint statistics of partial sums of ordered i.n.d. random variables
KAUST DepartmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Electrical Engineering Program
Communication Theory Lab
Preprint Posting Date2013-07-31
Permanent link to this recordhttp://hdl.handle.net/10754/563679
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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.
CitationNam, S. S., Yang, H.-C., Alouini, M.-S., & Kim, D. I. (2014). An MGF-Based Unified Framework to Determine the Joint Statistics of Partial Sums of Ordered i.n.d. Random Variables. IEEE Transactions on Signal Processing, 62(16), 4270–4283. doi:10.1109/tsp.2014.2326624
SponsorsThis 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.