A Note on the Sum of Correlated Gamma Random Variables

Details A Note on the Sum of Correlated Gamma Random Variables A Note on the Sum of Correlated Gamma Random Variables

2011-03-02

arxiv.org/abs/1103.0505v1

Computer Science

Information Theory

Scientific paper

The sum of correlated gamma random variables appears in the analysis of many
wireless communications systems, e.g. in systems under Nakagami-m fading. In
this Letter we obtain exact expressions for the probability density function
(PDF) and the cumulative distribution function (CDF) of the sum of arbitrarily
correlated gamma variables in terms of certain Lauricella functions.

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