Power margin quality measures for correlated random variates derived from the normal distribution

The lack of a well-defined and meaningful measure of the quality of computer-generated correlated random variates complicates the design and comparison of generation algorithms for communications system simulation applications. This paper presents quantitative quality measures for computer-generated random variates having a multivariate Gaussian distribution or having a distribution that derives from the multivariate Gaussian distribution. These measures are, in particular, useful for digital communication system simulation applications. A theoretical basis for the definition of the measures is given and it is shown that the measures also possess useful intuitive interpretations. Examples of the use of these quality measures are provided.