Correlated Random Variable

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Jean-marie Gorce - One of the best experts on this subject based on the ideXlab platform.

  • Generation of 2D Correlated Random shadowing based on the deterministic MR-FDPF model
    EURASIP Journal on Wireless Communications and Networking, 2015
    Co-Authors: Meiling Luo, Guillaume Villemaud, Jean-marie Gorce
    Abstract:

    In modern mobile telecommunications, shadow fading has to be modeled by a two-dimensional (2D) Correlated Random Variable since shadow fading may present both cross-correlation and spatial correlation due to the presence of similar obstacles during the propagation. In this paper, 2D Correlated Random shadowing is generated based on the multi-resolution frequency domain ParFlow (MR-FDPF) model. The MR-FDPF model is a 2D deterministic radio propagation model, so a 2D deterministic shadowing can be firstly extracted from it. Then, a 2D Correlated Random shadowing can be generated by considering the extracted 2D deterministic shadowing to be a realization of it. Moreover, based on the generated 2D Correlated Random shadowing, a complete 2D semi-deterministic path loss model can be proposed. The proposed methodology of this paper can be implemented into system-level simulators where it will be very useful due to its ability to generate realistic shadow fading.

Meiling Luo - One of the best experts on this subject based on the ideXlab platform.

  • Generation of 2D Correlated Random shadowing based on the deterministic MR-FDPF model
    EURASIP Journal on Wireless Communications and Networking, 2015
    Co-Authors: Meiling Luo, Guillaume Villemaud, Jean-marie Gorce
    Abstract:

    In modern mobile telecommunications, shadow fading has to be modeled by a two-dimensional (2D) Correlated Random Variable since shadow fading may present both cross-correlation and spatial correlation due to the presence of similar obstacles during the propagation. In this paper, 2D Correlated Random shadowing is generated based on the multi-resolution frequency domain ParFlow (MR-FDPF) model. The MR-FDPF model is a 2D deterministic radio propagation model, so a 2D deterministic shadowing can be firstly extracted from it. Then, a 2D Correlated Random shadowing can be generated by considering the extracted 2D deterministic shadowing to be a realization of it. Moreover, based on the generated 2D Correlated Random shadowing, a complete 2D semi-deterministic path loss model can be proposed. The proposed methodology of this paper can be implemented into system-level simulators where it will be very useful due to its ability to generate realistic shadow fading.

Yang Jian - One of the best experts on this subject based on the ideXlab platform.

Jingwei Liu - One of the best experts on this subject based on the ideXlab platform.

  • Inequality for Variance of Weighted Sum of Correlated Random Variables and WLLN
    arXiv: Probability, 2012
    Co-Authors: Jingwei Liu
    Abstract:

    The upper bound inequality for variance of weighted sum of Correlated Random Variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive semidefinite matrix method. And the variance inequality of sum of Correlated Random Variable with general weights is also obtained. Then, the variance inequalities are applied to the Chebyshev's inequality and sufficient condition of weak law of large numbers (WLLN) for sum of Correlated Random Variables .

Guillaume Villemaud - One of the best experts on this subject based on the ideXlab platform.

  • Generation of 2D Correlated Random shadowing based on the deterministic MR-FDPF model
    EURASIP Journal on Wireless Communications and Networking, 2015
    Co-Authors: Meiling Luo, Guillaume Villemaud, Jean-marie Gorce
    Abstract:

    In modern mobile telecommunications, shadow fading has to be modeled by a two-dimensional (2D) Correlated Random Variable since shadow fading may present both cross-correlation and spatial correlation due to the presence of similar obstacles during the propagation. In this paper, 2D Correlated Random shadowing is generated based on the multi-resolution frequency domain ParFlow (MR-FDPF) model. The MR-FDPF model is a 2D deterministic radio propagation model, so a 2D deterministic shadowing can be firstly extracted from it. Then, a 2D Correlated Random shadowing can be generated by considering the extracted 2D deterministic shadowing to be a realization of it. Moreover, based on the generated 2D Correlated Random shadowing, a complete 2D semi-deterministic path loss model can be proposed. The proposed methodology of this paper can be implemented into system-level simulators where it will be very useful due to its ability to generate realistic shadow fading.