On the Multivariate Gamma-Gamma (ΓΓ) Distribution with Arbitrary Correlation and Applications in Wireless Communications

Jiayi Zhang; Michail Matthaiou; George K. Karagiannidis; Linglong Dai

doi:10.1109/TVT.2015.2438192

On the Multivariate Gamma-Gamma (ΓΓ) Distribution with Arbitrary Correlation and Applications in Wireless Communications

Jiayi Zhang
, Michail Matthaiou
, George K. Karagiannidis
, Linglong Dai

Research output: Contribution to journal › Article › peer-review

48 Citations (Scopus)

600 Downloads (Pure)

Abstract

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.

Original language	English
Pages (from-to)	3834-3840
Journal	IEEE Transactions on Vehicular Technology
Volume	65
Issue number	5
Early online date	01 Jun 2015
DOIs	https://doi.org/10.1109/TVT.2015.2438192
Publication status	Published - May 2016

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On the Multivariate Gamma-Gamma (GG) Distribution with Arbitrary Correlation and Applications in Wireless Communications
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On the Multivariate Gamma-Gamma (ΓΓ) Distribution with Arbitrary Correlation and Applications in Wireless Communications

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