On the multivariate nakagami-m distribution with exponential correlation

Abstract
Capitalizing on the proof of a theorem presented by L.E. Blumenson and K.S. Miller (see Ann. Math. Statist., vol.34, p.903-10, 1963), we propose a useful closed formula for the exponentially correlated n-variate Nakagami-m probability density function. Moreover, an infinite series approach for the corresponding cumulative distribution function is presented. Bounds on the error resulting from the truncation of the infinite series are also derived. Finally, in order to check the accuracy of the proposed formulation, numerical results are presented.

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