Title
On the ratio of independent complex Gaussian random variables.
Abstract
In this paper, we derive a closed form equation for the joint probability distribution \({{f_{{R}_{z}}},{\varTheta _{z}}}({r_{z}},{\theta _{z}})\) of the amplitude \({R_{z}}\) and phase \({\varTheta _{z}}\) of the ratio \({Z=\frac{X}{Y}}\) of two independent non-zero mean Complex Gaussian random variables \(X\sim CN(\nu _{x} \mathrm {e}^{j\phi _{x}},{\sigma ^{2}_{x}})\) and \(Y\sim CN(\nu _{y} \mathrm {e}^{j\phi _{y}},{\sigma ^{2}_{y}})\). The derived joint probability distribution only contains a confluent hypergeometric function of the first kind \({_1F_{1}}\) without infinite summations resulting in computational efficiency. We further derive the probability distribution for the ratio of two non-zero mean independent real Rician random variables containing an infinite summation generated by the estimation of the Cauchy product of equivalent series of two modified Bessel functions.
Year
DOI
Venue
2018
10.1007/s11045-017-0519-3
Multidim. Syst. Sign. Process.
Keywords
Field
DocType
Complex Gaussian random variable,Ratio distribution,Rice distribution
Discrete mathematics,Ratio distribution,Random variable,Confluent hypergeometric function,Probability distribution,Cauchy product,Complex normal distribution,Mathematics,Bessel function
Journal
Volume
Issue
ISSN
29
4
0923-6082
Citations 
PageRank 
References 
1
0.63
3
Authors
3
Name
Order
Citations
PageRank
Esmaeil S. Nadimi195.90
Mohammad H. Ramezani222.08
Victoria Blanes-Vidal363.46