A series representation for multidimensional Rayleigh distributions
A series representation for multidimensional Rayleigh distributions
复制标题
多维瑞利分布的级数表示
DOI：
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发表时间：
2018
影响因子：
2.1
通讯作者：
S. Nadarajah
中科院分区：
文献类型：
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作者：
Martin Wiegand;S. Nadarajah
瑞利分布在信号处理和许多其他领域具有至关重要的意义，但任意维随机变量的表达式仍然难以捉摸。在本文中，我们将Beard和Tekinay关于四变量随机变量的结果推广到无约束阶的情况，并提供了一个简单的求值算法。在整个计算过程中，我们保留了同相和正交互相关的假设，以及协方差矩阵的非奇异性。
The Rayleigh distribution is of paramount importance in signal processing and many other areas, yet an expression for random variables of arbitrary dimensions has remained elusive. In this note, we generalise the results of Beard and Tekinay for quadrivariate random variables to cases of unconstrained order and provide a simple algorithm for evaluation. The assumptions of cross‐correlation between in‐phase and quadrature, as well as nonsingularity of the covariance matrix, are retained throughout our computations.