Thesis Detail
This thesis provides novel and tight approximations to the distribution of both real and complex non-central Gaussian quadratic forms (GQFs). To that end, a new method to analyze random variables is proposed, which is based on the analysis of a suitably defined sequence of auxiliary random variables that converges in distribution to the target one. Consequently, the major advantage of this proposal is that the resulting expressions always represent a valid distribution, in contrast to classical approximation methods based on series expansions. By leveraging such convergence, simple and recursive approximations for the probability density function (PDF) and the cumulative distribution function (CDF) of positive definite real GQFs are given. In the context of indefinite complex GQFs, the application of the proposed technique leads to very tractable approximants for their first order statistics in terms of elementary functions, i.e., exponentials and powers. Thus, the obtained expressions are more useful for further analytical purposes than other solutions available in the literature. This tractability is exemplified through the performance analysis of maximal ratio combining systems over correlated Rice channels, providing closed-form approximations for the outage probability and the bit error. Moreover, in the context of channel modeling, the proposed methodology of analysis of variables gives raise to two generalizations of the well-know k-u shadowed fading model. These new models, namely the fluctuating Beckmann and the correlated k-u shadowed models, include as particular cases the vast majority of fading distributions, ranging from the classical ones such as Rayleigh and Rice models to more refined extensions as the Beckmann distribution or the n-u model. The statistical characterization of both distributions is provided, giving closed-form expressions for their moment generating function (MGF), PDF and CDF; along with the formulation of the second order statistics of the fluctuating Beckmann model. Contact Us
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