On the Monotonicity, Log-Concavity, and Tight Bounds of the Generalized Marcum and Nuttall Q-Functions

DOI10.1109/TIT.2009.2039048MaRDI QIDQ5281577zbMATH OpenOpenAlexFDO

Authors Yin Sun, Árpád Baricz, Shidong Zhou

Publication date 27 July 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.2760

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

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.

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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