Title :
An MGF-Based Unified Framework to Determine the Joint Statistics of Partial Sums of Ordered i.n.d. Random Variables
Author :
Sung Sik Nam ; Hong-Chuan Yang ; Alouini, Mohamed-Slim ; Dong In Kim
Author_Institution :
Hanyang Univ., Seoul, South Korea
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.
Keywords :
probability; radiocommunication; random processes; statistical analysis; GSC-based RAKE receivers; MGF-based unified framework; RVs; capture probability; exact performance analysis; frequency-selective fading channels; generalized selection combining; i.i.d random variables; joint partial sum statistics; mathematical formalism; nonuniform power delay profile; ordered i.n.d. random variable; ordered independent and identically distributed random variables; wireless communication systems; Educational institutions; Fading; Joints; Performance analysis; Probability density function; Random variables; Wireless communication; Order statistics; exponential distribution; joint statistics; moment generating function (MGF); non-identical distribution; probability density function (PDF);
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2014.2326624