We derive a new relationship which links the generalized Marcum Q-function to a probabilistic comparison of a pair of independent Poisson random variables. Consequently, a new expression for the detection probability of a series of incoherently integrated pulses, in Gaussian cluster is also derived. These results lead to simple Monte Carlo estimators of the Marcum Q-function. We thus investigate if Monte Carlo techniques are useful in the estimation of the Marcum Q-function


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    Title :

    Poisson representation and monte carlo estimation of generalized marcum Q-function


    Contributors:


    Publication date :

    2006-10-01


    Size :

    878458 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English





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