To cover this issue, we consider in this paper the application of the sum of generalized Gaussian (GG) random variables (RVs). To this end, we consider single-input multiple-output (SIMO) systems that operate over Nakagami-m fading channels in the presence of an additive white generalized ...
Convergence properties of polynomial chaos approximations for L2 random variables. Polynomial chaos (PC) representations for non-Gaussian random variables are infinite series of Hermite polynomials of standard Gaussian random variables wi... Field, R. V 被引量: 23发表: 2007年 Parameter Estimation and...
还是正态，期望为0向量 协方差矩阵需要计算一下
number M of randomly phased interfering sine waves, and, possibly, Gaussian noise is expressed as the sum of Marcum's Q-function and an asymptotic series of Laguerre polynomials, much like the ordinary Edgeworth series for the distribution of the sum of a number of independent random variables....
Consider a Gaussian random variable with zero mean and variance 1. Find E(X^2)-(E(X))^2 Show that the variance and the mean of the geometric distribution are the same. X \sim Poisson (\lambda) P(x) = e^{-lambda}, \lambda^x, x ...
示例3: gaussian_kl_divergence ▲点赞 3▼ defgaussian_kl_divergence(mean, ln_var):"""Computes the KL-divergence of Gaussian variables from the standard one. Given two variable ``mean`` representing :math:`\\mu` and ``ln_var``
aThe random moment, therefore, can be viewed as a deterministic part plus a random part. Furthermore, A, is simply the weighted sum of K independent, zero-mean Gaussian random variables. The resulting random variable fi,, is Gaussian distributed and is well documented in the literature [ 14...
2) random sample size 随机足标 1. The asymptotic joint distribution of maximum and sum of Gaussian sequence with random sample size are obtained under some conditions that depended on r ij , The case of stationary sequence is give as an example. 本文得到了rij 满足一定条件时 ,具有随机足...
Most of the existing approaches, however, have considered the problem of estimating the right-tail of the sum of Log-normal random variables (RVS). In the present work, we consider instead the estimation of the left-tail of the sum of correlated Log-normal variates with Gaussian copula under...
摘要: We extend the main theorem of arXiv:1301.6911 about the fluctuations in the Curie-Weiss model of SOC. We present a short proof using the Hubbard-Stratonovich transformation with the self-normalized sum of the random variables.关键词:...