Professional Documents
Culture Documents
Phi function: CDF of standard Gaussian Q function: Complementary CDF of standard Gaussian
By the symmetry of the N(0,1) density, we have: Q( x ) ( x ) From their definitions, we have: Q( x ) 1 ( x ) Combining, we get: Bottomline: we can express Q and Phi functions with any real-valued arguments in terms of the Q function with positive arguments alone. Simplifies computation, enables use of bounds and approximations for Q functions with positive arguments.
X ~ N (3,4)
( X m ) / v ( X 3) / 4 ( X 3) /2 ~ N (0,1)
Example (contd.)
We can break the event involving a quadratic into events involving intervals The event occurs if and only if X < -2 or X > 1, so its probability can be expressed in terms of the Q function:
Even if the event is too complicated to be expressed as a disjoint union of intervals, normalizations such as the one to standard Gaussian are useful in keeping our thinking clear on the roles of various parameters in system performance. For example, we shall see that SNR and geometry of signal constellation govern performance over the AWGN channel.
Very Important Conclusion: The asymptotic behavior of the Q function is which is shorthand for The rapid decay of the Q function implies, for example, that: Q(1) Q(4) Q(1) Design implications: We will use this to identify dominant events causing errors
Compact representation
Properties of Covariance
Covariance unaffected when we add constants
Adding constants changes the mean but not the covariance. So we can always consider zero mean versions of random variables when computing covariance. Common scenario: Mean is due to signal, covariance is due to noise. So we can often ignore the signal when computing covariance.