On Gaussian Product Modulus Distribution
Summary :
In this letter, we derive a probability density function (PDF) for a modulus of product of two complex-valued Gaussian random variables. The PDF is expressed using Modified Bessel Functions, and the probability distribution is named Gaussian Product Modulus Distribution. Some examples of expectation calculation are provided.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E94-A No.4 pp.1133-1135
- Publication Date
- 2011/04/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1587/transfun.E94.A.1133
- Type of Manuscript
- LETTER
- Category
- Digital Signal Processing
Authors
Keyword
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Shin'ichi KOIKE, "On Gaussian Product Modulus Distribution" in IEICE TRANSACTIONS on Fundamentals,
vol. E94-A, no. 4, pp. 1133-1135, April 2011, doi: 10.1587/transfun.E94.A.1133.
Abstract: In this letter, we derive a probability density function (PDF) for a modulus of product of two complex-valued Gaussian random variables. The PDF is expressed using Modified Bessel Functions, and the probability distribution is named Gaussian Product Modulus Distribution. Some examples of expectation calculation are provided.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E94.A.1133/_p
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@ARTICLE{e94-a_4_1133,
author={Shin'ichi KOIKE, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={On Gaussian Product Modulus Distribution},
year={2011},
volume={E94-A},
number={4},
pages={1133-1135},
abstract={In this letter, we derive a probability density function (PDF) for a modulus of product of two complex-valued Gaussian random variables. The PDF is expressed using Modified Bessel Functions, and the probability distribution is named Gaussian Product Modulus Distribution. Some examples of expectation calculation are provided.},
keywords={},
doi={10.1587/transfun.E94.A.1133},
ISSN={1745-1337},
month={April},}
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TY - JOUR
TI - On Gaussian Product Modulus Distribution
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1133
EP - 1135
AU - Shin'ichi KOIKE
PY - 2011
DO - 10.1587/transfun.E94.A.1133
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E94-A
IS - 4
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - April 2011
AB - In this letter, we derive a probability density function (PDF) for a modulus of product of two complex-valued Gaussian random variables. The PDF is expressed using Modified Bessel Functions, and the probability distribution is named Gaussian Product Modulus Distribution. Some examples of expectation calculation are provided.
ER -
English
