TY - JOUR
T1 - On the Multivariate Gamma-Gamma (ΓΓ) Distribution with Arbitrary Correlation and Applications in Wireless Communications
AU - Zhang, Jiayi
AU - Matthaiou, Michail
AU - Karagiannidis, George K.
AU - Dai, Linglong
PY - 2016/5
Y1 - 2016/5
N2 - The statistical properties of the multivariate GammaGamma
(ΓΓ) distribution with arbitrary correlation have remained
unknown. In this paper, we provide analytical expressions for the
joint probability density function (PDF), cumulative distribution
function (CDF) and moment generation function of the multivariate
ΓΓ distribution with arbitrary correlation. Furthermore, we present
novel approximating expressions for the PDF and CDF of the su
m
of ΓΓ random variables with arbitrary correlation. Based on this
statistical analysis, we investigate the performance of radio frequency
and optical wireless communication systems. It is noteworthy that
the presented expressions include several previous results in the
literature as special cases.
AB - The statistical properties of the multivariate GammaGamma
(ΓΓ) distribution with arbitrary correlation have remained
unknown. In this paper, we provide analytical expressions for the
joint probability density function (PDF), cumulative distribution
function (CDF) and moment generation function of the multivariate
ΓΓ distribution with arbitrary correlation. Furthermore, we present
novel approximating expressions for the PDF and CDF of the su
m
of ΓΓ random variables with arbitrary correlation. Based on this
statistical analysis, we investigate the performance of radio frequency
and optical wireless communication systems. It is noteworthy that
the presented expressions include several previous results in the
literature as special cases.
U2 - 10.1109/TVT.2015.2438192
DO - 10.1109/TVT.2015.2438192
M3 - Article
VL - 65
SP - 3834
EP - 3840
JO - IEEE Transactions on Vehicular Technology
JF - IEEE Transactions on Vehicular Technology
SN - 0018-9545
IS - 5
ER -