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GLOBECOM
2008
IEEE

Tight Bounds of the Generalized Marcum Q-Function Based on Log-Concavity

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Tight Bounds of the Generalized Marcum Q-Function Based on Log-Concavity
—In this paper, we manage to prove the log-concavity of the generalized Marcum Q-function Qν (a, b) with respect to its order ν on [1, ∞). The proof relies on a powerful mathematical concept named total positivity. Based on the recursion relation of the generalized Marcum Q-function, a new intuitive formula for Qν (a, b) is proposed, where ν is an odd multiple of 0.5. After these results, we derive upper and lower bounds for the generalized Marcum Q-function of positive integer order m. Numerical results show that in most of the cases our proposed bounds are much tighter than the existing bounds in the literature. It is surprising to see that the relative errors of the proposed bounds converge to 0 when b approaches infinite.
Yin Sun, Shidong Zhou
Added 29 May 2010
Updated 29 May 2010
Type Conference
Year 2008
Where GLOBECOM
Authors Yin Sun, Shidong Zhou
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