{"title":"关于集中和非集中复高斯随机变量的商","authors":"D. Gu","doi":"10.6028/JRES.125.030","DOIUrl":null,"url":null,"abstract":"A detailed investigation of the quotient of two independent complex random variables is presented. The numerator has a zero mean, and the denominator has a non-zero mean. A normalization step is taken prior to the theoretical developments in order to simplify the formulation. Next, an indirect approach is taken to derive the statistics of the modulus and phase angle of the quotient. That in turn enables a straightforward extension of the statistical results to real and imaginary parts. After the normalization procedure, the probability density function of the quotient is found as a function of only the mean of the random variable that corresponds to the denominator term. Asymptotic analysis shows that the quotient closely resembles a normally-distributed complex random variable as the mean becomes large. In addition, the first and second moments, as well as the approximate of the second moment of the clipped random variable, are derived, which are closely related to practical applications in complex-signal processing such as microwave metrology of scattering-parameters. Tolerance intervals associated with the ratio of complex random variables are presented.","PeriodicalId":54766,"journal":{"name":"Journal of Research of the National Institute of Standards and Technology","volume":null,"pages":null},"PeriodicalIF":1.3000,"publicationDate":"2020-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.6028/JRES.125.030","citationCount":"1","resultStr":"{\"title\":\"On The Quotient of a Centralized and a Non-centralized Complex Gaussian\\n Random Variable\",\"authors\":\"D. Gu\",\"doi\":\"10.6028/JRES.125.030\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A detailed investigation of the quotient of two independent complex random variables is presented. The numerator has a zero mean, and the denominator has a non-zero mean. A normalization step is taken prior to the theoretical developments in order to simplify the formulation. Next, an indirect approach is taken to derive the statistics of the modulus and phase angle of the quotient. That in turn enables a straightforward extension of the statistical results to real and imaginary parts. After the normalization procedure, the probability density function of the quotient is found as a function of only the mean of the random variable that corresponds to the denominator term. Asymptotic analysis shows that the quotient closely resembles a normally-distributed complex random variable as the mean becomes large. In addition, the first and second moments, as well as the approximate of the second moment of the clipped random variable, are derived, which are closely related to practical applications in complex-signal processing such as microwave metrology of scattering-parameters. Tolerance intervals associated with the ratio of complex random variables are presented.\",\"PeriodicalId\":54766,\"journal\":{\"name\":\"Journal of Research of the National Institute of Standards and Technology\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2020-09-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.6028/JRES.125.030\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Research of the National Institute of Standards and Technology\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://doi.org/10.6028/JRES.125.030\",\"RegionNum\":4,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"INSTRUMENTS & INSTRUMENTATION\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Research of the National Institute of Standards and Technology","FirstCategoryId":"5","ListUrlMain":"https://doi.org/10.6028/JRES.125.030","RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"INSTRUMENTS & INSTRUMENTATION","Score":null,"Total":0}
On The Quotient of a Centralized and a Non-centralized Complex Gaussian
Random Variable
A detailed investigation of the quotient of two independent complex random variables is presented. The numerator has a zero mean, and the denominator has a non-zero mean. A normalization step is taken prior to the theoretical developments in order to simplify the formulation. Next, an indirect approach is taken to derive the statistics of the modulus and phase angle of the quotient. That in turn enables a straightforward extension of the statistical results to real and imaginary parts. After the normalization procedure, the probability density function of the quotient is found as a function of only the mean of the random variable that corresponds to the denominator term. Asymptotic analysis shows that the quotient closely resembles a normally-distributed complex random variable as the mean becomes large. In addition, the first and second moments, as well as the approximate of the second moment of the clipped random variable, are derived, which are closely related to practical applications in complex-signal processing such as microwave metrology of scattering-parameters. Tolerance intervals associated with the ratio of complex random variables are presented.
期刊介绍:
The Journal of Research of the National Institute of Standards and Technology is the flagship publication of the National Institute of Standards and Technology. It has been published under various titles and forms since 1904, with its roots as Scientific Papers issued as the Bulletin of the Bureau of Standards.
In 1928, the Scientific Papers were combined with Technologic Papers, which reported results of investigations of material and methods of testing. This new publication was titled the Bureau of Standards Journal of Research.
The Journal of Research of NIST reports NIST research and development in metrology and related fields of physical science, engineering, applied mathematics, statistics, biotechnology, information technology.