A series representation for multidimensional Rayleigh distributions

Martin Wiegand; Saralees Nadarajah

doi:10.1002/dac.3510

A series representation for multidimensional Rayleigh distributions

Martin Wiegand, Saralees Nadarajah

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

Abstract

The Rayleigh distribution is of paramount importance in signal processing and many other areas, yet an expression for random variables of arbitrary dimensions has remained elusive. In this note, we generalise the results of Beard and Tekinay for quadrivariate random variables to cases of unconstrained order and provide a simple algorithm for evaluation. The assumptions of cross-correlation between in-phase and quadrature, as well as nonsingularity of the covariance matrix, are retained throughout our computations.

Original language	English
Article number	e3510
Journal	International Journal of Communication Systems
Volume	31
Issue number	6
Early online date	10 Jan 2018
DOIs	https://doi.org/10.1002/dac.3510
Publication status	Published - 1 Apr 2018

Keywords

complex Gaussian distribution
multivariate Rayleigh distribution

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10.1002/dac.3510

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A series representation for multidimensional Rayleigh distributions

Abstract

Keywords

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