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The Asymptotic Distribution of Maxima of Independent and Identically Distributed Sums of Correlated or Non-Identical Gamma Random Variables and its Applications.
- Source :
-
IEEE Transactions on Communications . Sep2012, Vol. 60 Issue 9, p2747-2758. 12p. - Publication Year :
- 2012
-
Abstract
- In this paper, we show that the asymptotic probability density function (pdf) of the maxima of n independent and identically distributed (i.i.d.) sums of independent non-identically (i.n.i.d.) distributed gamma random variables (RVs) is a Gumbel pdf using Extreme Value Theory (EVT). We will also show that the asymptotic pdf of the maxima of n i.i.d. sums of correlated gamma RVs is a Gumbel pdf. Some applications in wireless communication are discussed where the maxima of n i.i.d. sums of correlated gamma RVs and maxima of n i.i.d. sums of i.n.i.d. gamma RVs arise. We discuss the utility of our results in the context of these applications. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 00906778
- Volume :
- 60
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Communications
- Publication Type :
- Academic Journal
- Accession number :
- 82710095
- Full Text :
- https://doi.org/10.1109/TCOMM.2012.071912.110311