Q Function

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Q Function

Attribution Non-Commercial (BY-NC)

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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.

Example:

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.

Asymptotically tight bounds for large arguments

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

Asymptotically tight Useful for analysis and for small arguments

Multiple random variables defined on a common probability space are also called random vectors same probability space means we can talk about joint distributions A random vector is Gaussian (or the random variables concerned are jointly Gaussian) if any linear combination is a Gaussian random variable These arise naturally when we manipulate Gaussian noise Correlation of Gaussian noise with multiple templates Multiple samples of filtered Gaussian noise Joint distribution characterized by mean vector and covariance matrix Analogous to mean and variance for scalar Gaussian

Lets first review these for arbitrary random vectors

m x 1 random vector Mean Vector (m x 1)

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.

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