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Laws of Large Numbers of Negatively Correlated Random Variables for Capacities 被引量:2
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作者 Wen-juan LI Zeng-jing CHEN 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2011年第4期749-760,共12页
Our aim is to present some limit theorems for capacities. We consider a sequence of pairwise negatively correlated random variables. We obtain laws of large numbers for upper probabilities and 2-alternating capacities... Our aim is to present some limit theorems for capacities. We consider a sequence of pairwise negatively correlated random variables. We obtain laws of large numbers for upper probabilities and 2-alternating capacities, using some results in the classical probability theory and a non-additive version of Chebyshev's inequality and Boral-Contelli lemma for capacities. 展开更多
关键词 law of large numbers 2-alternating capacity negatively correlated random variables upper probability
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AN EFFICIENT SIMULATION OF MULTIPLE CORRELATED RAYLEIGH FADING ENVELOPES
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作者 Zhou Ke Cao Shike Song Rongfang 《Journal of Electronics(China)》 2008年第5期697-701,共5页
In order to better assess the performance of wireless communication systems,it is desirable to produce multiple Rayleigh fading envelopes with specified correlations.In this paper,we analyze theoretically a procedure ... In order to better assess the performance of wireless communication systems,it is desirable to produce multiple Rayleigh fading envelopes with specified correlations.In this paper,we analyze theoretically a procedure which generates correlated Gaussian random variables from independent Gaussian random variables and give a physical explanation for the limitation of this procedure.Then,based on some uncorrelated Rayleigh fading envelopes,a simple but efficient procedure for generating an arbitrary number of cross-correlated Rayleigh fading envelopes is proposed.Simulation results and computational complexity analysis are presented,which show that the proposed method has some advantages,such as high accuracy,low computational complexity and easy implementation,over the conventional simulation method. 展开更多
关键词 Rayleigh fading envelopes correlated Gaussian random variables Linear transformation
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