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TCOM
2008
116views more  TCOM 2008»
13 years 4 months ago
Bounds on the Distribution of a Sum of Correlated Lognormal Random Variables and Their Application
The cumulative distribution function (cdf) of a sum of correlated or even independent lognormal random variables (RVs), which is of wide interest in wireless communications, remain...
Chintha Tellambura
VTC
2008
IEEE
125views Communications» more  VTC 2008»
13 years 11 months ago
A General Formula for Log-MGF Computation: Application to the Approximation of Log-Normal Power Sum via Pearson Type IV Distribu
Abstract— In [1], we have recently proposed a general approach for approximating the power sum of Log–Normal Random Variables (RVs) by using the Pearson system of distributions...
Marco Di Renzo, Fabio Graziosi, Fortunato Santucci
ICC
2007
IEEE
136views Communications» more  ICC 2007»
13 years 11 months ago
On the Approximation of the Linear Combination of Log-Normal RVs via Pearson Type IV Distribution: Application to UWB Performanc
— Approximating the sum of Log–Normal random variables (RVs) is a long–standing open issue, in the old and recent literature, and many approaches have been proposed to deal w...
Marco Di Renzo, Fabio Graziosi, Fortunato Santucci
IJAR
2006
125views more  IJAR 2006»
13 years 4 months ago
Computing best-possible bounds for the distribution of a sum of several variables is NP-hard
In many real-life situations, we know the probability distribution of two random variables x1 and x2, but we have no information about the correlation between x1 and x2; what are ...
Vladik Kreinovich, Scott Ferson
COCO
2007
Springer
108views Algorithms» more  COCO 2007»
13 years 11 months ago
The Communication Complexity of Correlation
We examine the communication required for generating random variables remotely. One party Alice will be given a distribution D, and she has to send a message to Bob, who is then r...
Prahladh Harsha, Rahul Jain, David A. McAllester, ...