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

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.

Citation
Nam, 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

Acknowledgements
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.

Publisher
Institute of Electrical and Electronics Engineers (IEEE)

Journal
IEEE Transactions on Signal Processing

DOI
10.1109/TSP.2014.2326624

arXiv
1307.8199

Additional Links
http://arxiv.org/abs/arXiv:1307.8199v2

Permanent link to this record