New bounds are proposed for the Marcum -function, which is defined by an integral expression where the 0th-order modified Bessel function appears. The proposed bounds are derived by suitable approximations of the 0th-order modified Bessel function in the integration region of the Marcum -function. They prove to be very tight and outperform bounds previously proposed in the literature. In particular, the proposed bounds are noticeably good for large values of the parameters of the Marcum -function, where previously introduced bounds fail and where exact computation of the function becomes critical due to numerical problems.

New bounds on the Marcum-Q function / G. E., Corazza; Ferrari, Gianluigi. - In: IEEE TRANSACTIONS ON INFORMATION THEORY. - ISSN 0018-9448. - 48:(2002), pp. 3003-3008. [10.1109/TIT.2002.804113]

New bounds on the Marcum-Q function

FERRARI, Gianluigi
2002-01-01

Abstract

New bounds are proposed for the Marcum -function, which is defined by an integral expression where the 0th-order modified Bessel function appears. The proposed bounds are derived by suitable approximations of the 0th-order modified Bessel function in the integration region of the Marcum -function. They prove to be very tight and outperform bounds previously proposed in the literature. In particular, the proposed bounds are noticeably good for large values of the parameters of the Marcum -function, where previously introduced bounds fail and where exact computation of the function becomes critical due to numerical problems.
2002
New bounds on the Marcum-Q function / G. E., Corazza; Ferrari, Gianluigi. - In: IEEE TRANSACTIONS ON INFORMATION THEORY. - ISSN 0018-9448. - 48:(2002), pp. 3003-3008. [10.1109/TIT.2002.804113]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11381/1453769
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