On the Monotonicity, Log-Concavity, and Tight Bounds of the Generalized Marcum and Nuttall Q-Functions
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Publication:5281577
DOI10.1109/TIT.2009.2039048zbMATH Open1366.94153arXiv1003.2760OpenAlexW2140050521MaRDI QIDQ5281577FDOQ5281577
Authors: Yin Sun, Árpád Baricz, Shidong Zhou 
Publication date: 27 July 2017
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Abstract: In this paper, we present a comprehensive study of the monotonicity and log-concavity of the generalized Marcum and Nuttall Q-functions. More precisely, a simple probabilistic method is firstly given to prove the monotonicity of these two functions. Then, the log-concavity of the generalized Marcum Q-function and its deformations is established with respect to each of the three parameters. Since the Nuttall Q-function has similar probabilistic interpretations as the generalized Marcum Q-function, we deduce the log-concavity of the Nuttall Q-function. By exploiting the log-concavity of these two functions, we propose new tight lower and upper bounds for the generalized Marcum and Nuttall Q-functions. Our proposed bounds are much tighter than the existing bounds in the literature in most of the cases. The relative errors of our proposed bounds converge to 0 as b tends to infinity. The numerical results show that the absolute relative errors of the proposed bounds are less than 5% in most of the cases. The proposed bounds can be effectively applied to the outage probability analysis of interference-limited systems such as cognitive radio and wireless sensor network, in the study of error performance of various wireless communication systems operating over fading channels and extracting the log-likelihood ratio for differential phase-shift keying (DPSK) signals.
Full work available at URL: https://arxiv.org/abs/1003.2760
Cited In (13)
- New Bounds for the Generalized Marcum $Q$-Function
- Integral and series representations of the Nuttall function
- Monotonicity patterns and functional inequalities for the Nuttall \(Q\)-function
- On the Monotonicity of the Generalized Marcum and Nuttall ${Q}$-Functions
- Finite blocklength analysis of energy harvesting channels
- Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals
- Bounds for the generalized Marcum \(Q\)-function
- Tight bounds for the generalized Marcum \(Q\)-function
- Functional inequalities and bounds for the generalized Marcum function of the second kind
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
- Cumulative damage for multi-type epidemics and an application to infectious diseases
- Sharp bounds for cumulative distribution functions
- On distribution of Rice-Middleton model
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