Title
Efficient Computation of Multivariate Rayleigh and Exponential Distributions
Abstract
We propose an efficient approach for the computation of cumulative distribution functions of N correlated Rayleigh or exponential random variables (RVs) for arbitrary covariance matrices, which arise in the design and analysis of many wireless systems. Compared to the approaches in the literature, it employs a fast and accurate randomized quasi-Monte Carlo method that markedly reduces the computat...
Year
DOI
Venue
2019
10.1109/LWC.2018.2875999
IEEE Wireless Communications Letters
Keywords
Field
DocType
Covariance matrices,Correlation,Computational complexity,Relays,Probability density function,Convergence,Wireless communication
Applied mathematics,Mathematical optimization,Random variable,Exponential function,Matrix (mathematics),Cumulative distribution function,Order of magnitude,Probability density function,Mathematics,Computation,Covariance
Journal
Volume
Issue
ISSN
8
2
2162-2337
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Reneeta Sara Isaac100.68
Neelesh B. Mehta297982.27