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On The Quotient of Centralized and Non-Centralized Complex Gaussian Random Variables

Published

Author(s)

Dazhen Gu

Abstract

A detailed investigation of the quotient of two independent complex random variables is presented. The numerator has a zero mean, and the denominator has a non-zero mean. A normalization step is taken prior to the theoretical developments in order to simplify the formulation. Next, an indirect approach is taken to derive the statistics of the modulus and phase angle of the quotient. That in turn enables a straightforward extension of the statistical results to real and imaginary parts. After the normalization procedure, the probability density function of the quotient is found as a function of only the mean of the random variable that corresponds to the denominator term. Asymptotic analysis shows that the quotient closely resembles a normally- distributed complex random variable as the mean becomes large. In addition, the first and second moments, as well as the approximate of the second moment of the clipped random variable, are derived, which are closely related to practical applications in complex- signal processing such as microwave metrology of scattering-parameters. Tolerance intervals associated with the ratio of complex random variables are presented.
Citation
Journal of Research (NIST JRES) -
Volume
125

Keywords

Complex random variables, Rice distribution, Rayleigh distribution

Citation

Gu, D. (2020), On The Quotient of Centralized and Non-Centralized Complex Gaussian Random Variables, Journal of Research (NIST JRES), National Institute of Standards and Technology, Gaithersburg, MD, [online], https://doi.org/10.6028/jres.125.030 (Accessed July 26, 2021)
Created September 22, 2020, Updated March 1, 2021