Comparison of methods of computing correlated lognormal sum distributions and outages for digital wireless applications

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Abstract
Several approaches that can be used to compute the distribution of a sum of correlated lognormal random variables (RVs) are investigated. The aim is to determine which method is best for computing the complementary distribution function (CDF) of a sum of correlated lognormal RVs considering both accuracy and computational effort. Then, using these techniques, we compute the outage probability of a desired lognormal shadowed signal in the presence of multiple correlated lognormal cochannel interferers. The outage results are presented as a function of the reuse factor. Simulation results are used for verification and comparison. Overall, the results obtained in this paper show that among the three methods considered in this paper Wilkinson's approach may be the best method to compute tire CDF of sums of correlated lognormal RVs (and hence the outage probability in correlated lognormal shadowed mobile radio environments). This is due to both its accuracy and computational simplicity over the range of parameters valid for practical applications.