Title :
Computing the distribution of sums of random sine waves and of Rayleigh-distributed random variables by saddle-point integration
Author :
Helstrom, Carl W.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., San Diego, La Jolla, CA, USA
fDate :
11/1/1997 12:00:00 AM
Abstract :
The method of saddle-point integration is applied to calculating the cumulative distribution of sums of independent random variables that either have a Rayleigh distribution or are sine waves with independently random phases in the presence of Gaussian random noise
Keywords :
Gaussian noise; integration; probability; random noise; signal processing; Gaussian random noise; Rayleigh-distributed random variables; cumulative distribution; independent random variables; independently random phases; random sine waves; saddle-point integration; signal analysis; sums; Communications Society; Distributed computing; Fourier transforms; Gaussian noise; Laplace equations; Phase noise; Probability density function; Probability distribution; Random variables; Roundoff errors;
Journal_Title :
Communications, IEEE Transactions on
