Search results for "probability density function"

showing 10 items of 183 documents

A geometric street scattering channel model for car-to-car communication systems

2011

This paper presents a geometric street scattering channel model for car-to-car (C2C) communication systems under line-of-sight (LOS) and non-LOS (NLOS) propagation conditions. Starting from the geometric model, we develop a stochastic reference channel model, where the scatterers are uniformly distributed in rectangles in the form of stripes parallel to both sides of the street. We derive analytical expressions for the probability density functions (PDFs) of the angle-of-departure (AOD) and the angle-of-arrival (AOA). We also investigate the Doppler power spectral density (PSD) and the autocorrelation function (ACF) of the proposed model, assuming that the mobile transmitter (MT) and the mo…

Scattering channelNon-line-of-sight propagationbusiness.industryComputer scienceMathematical analysisAutocorrelationSpectral densityProbability density functionGeometric modelingTelecommunicationsbusinessRandom variableCommunication channelThe 2011 International Conference on Advanced Technologies for Communications (ATC 2011)
researchProduct

Performance Analysis of M-DPSK Modulation over Fast-Hoyt Fading Channels under Non-Isotropic Scattering Conditions

2021

In this paper, we analyze the symbol error probability (SEP) performance of M-ary differential phase shift keying (M-DPSK) modulation schemes over frequency-flat fast-varying Hoyt multipath fading channels. Assuming general non-isotropic scattering conditions, we first derive a finite-range integral expression for the probability density function (PDF) of the phase difference between two non-isotropic Hoyt vectors perturbed by additive white Gaussian noise (AWGN). Based upon the theory of M-DPSK modulation and the obtained PDF formula, the SEP of M-DPSK and its corresponding asymptotic behavior in non-isotropic fast-Hoyt fading channels are derived. Specifically, a double semi-finite range …

ScatteringComputer scienceIsotropyMathematical analysisProbability density functionComputer Science::Performancesymbols.namesakeAdditive white Gaussian noiseModulation (music)Computer Science::Networking and Internet ArchitecturesymbolsFadingMultipath propagationComputer Science::Information TheoryRayleigh fading2021 IEEE 32nd Annual International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC)
researchProduct

Entropy, Benford’s first digit law, and the distribution of everything

2010

Shannon entropy probability density function size distribution Benford lawSettore ING-IND/19 - Impianti Nucleari
researchProduct

On the Statistical Properties of the Capacity of Spatially Correlated Nakagami-M MIMO Channels

2008

This paper studies the statistical properties of the channel capacity of spatially correlated Nakagami-m multiple- input multiple-output (MIMO) channels. We have derived closed- form expressions for the probability density function (PDF), the cumulative distribution function (CDF), the level-crossing rate (LCR), and the average duration of fades (ADF) of the lower bound on the channel capacity. In order to study the impact of the spatial correlation on the channel capacity, the analysis of the statistical properties of the channel capacity is carried out for different receiver antenna spacings. It is observed that the antenna spacing has a significant influence on the spread and maximum val…

Spatial correlationChannel capacityCumulative distribution functionStatisticsMIMOProbability distributionNakagami distributionProbability density functionFadingStatistical physicsComputer Science::Information TheoryMathematicsVTC Spring 2008 - IEEE Vehicular Technology Conference
researchProduct

On the statistical properties of the capacity of sparse multipath fading channels

2014

Most existing works in wireless communications assume rich scattering. However, there is growing experimental evidence that physical wireless channels can exhibit a sparse structure. By assuming an asymmetric Doppler power spectral density (PSD), we can model and simulate sparse channels by using a finite sum of weighted complex harmonic functions, also called sum of cisoids (SOC). In this paper, we focus on the analysis of the statistical properties of the instantaneous capacity of sparse SOC-based multipath fading channels under line-of-sight (LOS) conditions. The probability density function (PDF), the cumulative distribution function (CDF), the level-crossing rate (LCR), and the average…

Spatial correlationComputer sciencebusiness.industryCumulative distribution functionElectrical engineeringSpectral densityProbability density functionsymbols.namesakeChannel capacitysymbolsFadingStatistical physicsRayleigh scatteringbusinessMultipath propagationComputer Science::Information Theory2014 International Conference on Advanced Technologies for Communications (ATC 2014)
researchProduct

Statistical Analysis of the Channel Capacity Outage Intervals in Massive MIMO Systems with OSTBC over Rayleigh Fading Channels

2015

This paper studies approximate solutions for the statistical properties of the outage intervals of the instantaneous capacity in massive multiple- input multiple- output (MIMO) sys- tems with orthogonal space-time block code (OSTBC) over Rayleigh fading channels. We take advantage from the fact that the probability density function (PDF) of the channel power gain can be approximated by a left-truncated Gaussian distribution if the number of transmit and receive antennas is large. Assuming a symmetrical Doppler power spectral density (PSD), a closed- form expression is presented for the Rice probability function of the outage durations. This function, in general, approximates the PDF of the …

Spatial correlationGaussianMIMOProbability density functionsymbols.namesakeChannel capacityElectronic engineeringsymbolsApplied mathematicsCapacity lossGaussian processComputer Science::Information TheoryRayleigh fadingMathematics2015 IEEE 81st Vehicular Technology Conference (VTC Spring)
researchProduct

On the statistical properties of the capacity of amplify-and-forward channels under LOS conditions

2008

Amplify-and-forward channels in cooperative networks provide a promising improvement in the network coverage and system throughput. Under line-of-sight (LOS) propagation conditions in such cooperative networks, the overall fading channel can be modeled by a double Rice process. In this article, we have studied the statistical properties of the capacity of double Rice fading channels. We have derived the analytical expressions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the channel capacity. The obtained results are studied for different values of the amplitudes of the LOS components in …

Spatial correlationbusiness.industryCumulative distribution functionProbability density functionThroughputTopologyCommunications systemChannel capacityFading distributionFadingTelecommunicationsbusinessComputer Science::Information TheoryMathematics2008 11th IEEE Singapore International Conference on Communication Systems
researchProduct

Stationary and non-stationary probability density function for non-linear oscillators

1997

A method for the evaluation of the stationary and non-stationary probability density function of non-linear oscillators subjected to random input is presented. The method requires the approximation of the probability density function of the response in terms of C-type Gram-Charlier series expansion. By applying the weighted residual method, the Fokker-Planck equation is reduced to a system of non-linear first order ordinary differential equations, where the unknowns are the coefficients of the series expansion. Furthermore, the relationships between the A-type and C-type Gram-Charlier series coefficient are derived.

Stationary distributionCharacteristic function (probability theory)Applied MathematicsMechanical EngineeringMathematical analysisProbability density functionStationary sequencestochastic non-linear dynamics; Gram-Charlier expansions; approximate probability density functionGram-Charlier expansionsMechanics of Materialsstochastic non-linear dynamicsProbability distributionProbability-generating functionapproximate probability density functionSeries expansionRandom variableMathematics
researchProduct

Non-Gaussian probability density function of SDOF linear structures under wind actions

1998

Abstract Wind velocity is usually analytically described adding a static mean term to a zero mean fluctuation stationary process. The corresponding aerodynamic alongwind force acting on a single degree of freedom (SDOF) structure can be considered as a sum of three terms proportional to the mean wind velocity, to the product between mean and fluctuating part of the wind velocity and to the square power of the fluctuating wind velocity, respectively. The latter term, often neglected in the literature, is responsible for the non-Gaussian behaviour of the response. In this paper a method for the evaluation of the stationary probability density function of SDOF structures subjected to non-Gauss…

Stationary processStationary distributionSeries (mathematics)Renewable Energy Sustainability and the EnvironmentMechanical EngineeringGaussianMathematical analysisProbability density functionWind speedAerodynamic forcesymbols.namesakesymbolsSeries expansionCivil and Structural EngineeringMathematicsAlongwind response; Probability density function; Non-Gaussian stochastic analysis
researchProduct

Power-law relaxation in a complex system: Omori law after a financial market crash

2003

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical observation of a power law evolution of the number of events exceeding the selected threshold (a behavior known as the Omori law in geophysics) is consistent with the simultaneous occurrence of (i) a return probability density function characterized by a power law asymptotic behavior and (ii) a power law relaxation decay of its typical scale. Our empirical observation cannot be explained within the framework of simple and widespread stochastic volatility models.

Statistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic volatilityStochastic processFOS: Physical sciencesQuantitative Finance - Statistical FinanceAbsolute valueCrashProbability density functionPower lawFOS: Economics and businessLawEconometricsRelaxation (physics)Time seriesCondensed Matter - Statistical MechanicsMathematicsPhysical Review E
researchProduct