The inverse Mills ratio is R := phi/Psi, where phi and are Psi respectively, the probability density function and the tail function of the standard normal distribution. Exact bounds on R(z) for complex z with Rz >=...
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The inverse Mills ratio is R := phi/Psi, where phi and are Psi respectively, the probability density function and the tail function of the standard normal distribution. Exact bounds on R(z) for complex z with Rz >= 0 are obtained, which then yield logarithmically exact upper bounds on high-order derivatives of R. These results complement the many known bounds on the (inverse) Mills ratio of the real argument. The main idea of the proof is a non-asymptotic version of the so-called stationary-phase method. This study was prompted by a recently discovered alternative to the Euler-Maclaurin formula.
In this paper we discuss analytical and numerical properties of the function V-nu,V-mu(alpha,beta,z) = integral(infinity)(0)e(-zt) (t + alpha)(nu) (t + beta)(mu)dt, with alpha, beta;Rz > 0, which can be viewed as a...
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In this paper we discuss analytical and numerical properties of the function V-nu,V-mu(alpha,beta,z) = integral(infinity)(0)e(-zt) (t + alpha)(nu) (t + beta)(mu)dt, with alpha, beta;Rz > 0, which can be viewed as a generalization of the complementary error function, and in fact also as a generalization of the Kummer U-function. The function V-nu,V-mu(alpha, beta, z) is used for certain values of the parameters as an approximate in a singular perturbation problem. We consider the relation with other special functions and give asymptotic expansions as well as recurrence relations. Several methods for its numerical evaluation and examples are given. (C) 2010 Elsevier Inc. All rights reserved.
We prove the following subadditive property of the errorfunction: erf (x) = 2/root pi integral(x)(0) e(-t2) dt (x is an element of R). Let a and b be real numbers. The inequality erf ((x + y)(a))(b) < erf (y(a))(b...
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We prove the following subadditive property of the errorfunction: erf (x) = 2/root pi integral(x)(0) e(-t2) dt (x is an element of R). Let a and b be real numbers. The inequality erf ((x + y)(a))(b) < erf (y(a))(b) + erf (ya)(b) holds for all positive real numbers x and y if and only if ab <= 1.
The errorfunction erf is a special function. It is widely used in statistical computations for instance, where it is also known as the standard normal cumulative probability. The complementary error function is defin...
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The errorfunction erf is a special function. It is widely used in statistical computations for instance, where it is also known as the standard normal cumulative probability. The complementary error function is defined as erfc(x) = 1 - erf(x). In this paper, the computation of erf(x) and erfc(x) in arbitrary precision is detailed: our algorithms take as input a target precision t' and deliver approximate values of erf(x) or erfc(x) with a relative error guaranteed to be bounded by 2(-t'). We study three different algorithms for evaluating erf and erfc. These algorithms are completely detailed. In particular, the determination of the order of truncation, the analysis of roundoff errors and the way of choosing the working precision are presented. The scheme used for implementing erf and erfc and the proofs are expressed in a general setting, so they can directly be reused for the implementation of other functions. We have implemented the three algorithms and studied experimentally what is the best algorithm to use in function of the point x and the target precision t'. (C) 2012 Elsevier Inc. All rights reserved.
In this paper we consider the generalized Marcum Q-function of order m > 0 real, defined by Q(v)(a,b) = 1/a(v-1)integral(infinity)(b) t(v)e(-t2+a2/2)I(v-1)(at)dt, where a > 0, b >= 0 and I-v stands for the mo...
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In this paper we consider the generalized Marcum Q-function of order m > 0 real, defined by Q(v)(a,b) = 1/a(v-1)integral(infinity)(b) t(v)e(-t2+a2/2)I(v-1)(at)dt, where a > 0, b >= 0 and I-v stands for the modified Bessel function of the first kind. Our aim is to extend some results on the ( first order) Marcum Q-function to the generalized Marcum Q-function in order to deduce some new lower and upper bounds. Moreover, we show that the proposed bounds are very tight for the generalized Marcum Q-function of integer order, and we deduce some new inequalities for the more general case of real order. The chief tools in our proofs are some monotonicity properties of certain functions involving the modified Bessel function of the first kind, which are based on a criterion for the monotonicity of the quotient of two Maclaurin series. (C) 2010 Elsevier Inc. All rights reserved.
In this paper. we consider the error performance of the regular triangular quadrature amplitude modulation (TQAM) In particular, using an accurate exponential bound of the complemental y errorfunction. we derive a si...
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In this paper. we consider the error performance of the regular triangular quadrature amplitude modulation (TQAM) In particular, using an accurate exponential bound of the complemental y errorfunction. we derive a simple approximation for the average symbol error rate (SER) of TQAM Over Additive White Gaussian Noise (AWGN) and fading channels The accuracy of our approach is verified by some simulation results
In this paper, we analyze the symbol error probability (SEP) perfonnance of square M-ary quadrature amplitude modulation (M-QAM) with dual-hop relay transmission considering independent and non-identical flat Nakagami...
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ISBN:
(纸本)9781424471379
In this paper, we analyze the symbol error probability (SEP) perfonnance of square M-ary quadrature amplitude modulation (M-QAM) with dual-hop relay transmission considering independent and non-identical flat Nakagami-m fading channels. The relay is operating under amplify-and-forward (AF) mode with average power scaling (APS) and instantaneous power scaling (IPS) constraints. Simplified closed-form expressions for the SEP are presented following the cumulative distribution function (cdf) based approach. Moreover, using a series representation of complementary error function er f c (.), we derive exact SEP expression under sufficiently large signal-to-noise ratio (SNR) for the source-relay link and compared the error perfonnance with the simplified SEP solution. Numerical and computer simulations results are presented to verify the accuracy of the proposed mathematical analysis.
In this paper we study the generalized Marcum Q-function of order nu > 0 real, defined by Q(nu)(a, b) = 1/a(nu-1) integral(infinity)(b) t(nu)e(-)t(2)+a(2)/2 I nu-1 (at) dt, where a > 0, b >= 0 and I-nu stands...
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In this paper we study the generalized Marcum Q-function of order nu > 0 real, defined by Q(nu)(a, b) = 1/a(nu-1) integral(infinity)(b) t(nu)e(-)t(2)+a(2)/2 I nu-1 (at) dt, where a > 0, b >= 0 and I-nu stands for the modified Bessel function of the first kind. Our aim is to improve and extend some recent results of Wang to the generalized Marcum Q-function in order to deduce some sharp lower and upper bounds. In both cases b >= a and b < a we give the best possible upper bound for Q(nu) (a, b). The key tools in our proofs are some monotonicity properties of certain functions involving the modified Bessel function of the first kind. These monotonicity properties are deduced from some results on modified Bessel functions, which have been used in wave mechanics and finite elasticity. (C) 2009 Elsevier Inc. All rights reserved.
In the above mentioned paper, some errors were found in the expressions given for the distribution of a linear combination of Normal and Laplace random variables, Z, given in formulae (3, Theorem 1), (6), and (7) that...
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In the above mentioned paper, some errors were found in the expressions given for the distribution of a linear combination of Normal and Laplace random variables, Z, given in formulae (3, Theorem 1), (6), and (7) that can lead to obtaining negative values for the mentioned distribution. The corrected versions for these expressions are presented here. In addition, the density function of Z is also provided.
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