非等权和相关Kappa随机变量和的尾部分布

Hung-Yi Lo, J. Lehnert, Phuong T. Tran
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引用次数: 1

摘要

考虑了用于描述系统处于热反平衡状态时粒子速度分布的Kappa分布在统计力学和高频(HF)通信中的应用。特别地,研究了Kappa随机变量和的尾部分布。首先,发现了加权不相等、不相关的Kappa rv总和的近似,该近似提供了该总和的尾部分布的结果。相关Kappa rv然后检查使用乔列斯基分解,以获得类似的结果。仿真结果与这一发展相一致。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Tail Distribution of the Sum of Kappa Random Variables with Unequal Weight and Correlation
Applications of the Kappa distribution, which is used to describe the particle velocity distribution when a system is in thermal anti-equilibrium, to statistical mechanics and high frequency (HF) communication are considered. In particular, the tail distribution of the sum of Kappa random variables (RVs) is studied. First, an approximation for the sum of unequally weighted, uncorrelated Kappa RVs is found that provides results for the tail distribution of that sum. Correlated Kappa RVs are then examined by using the Cholesky decomposition to obtain similar results. Simulation results are shown to agree with this development.
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