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1298 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 59, NO.

5, MAY 2011

On the Distribution of the Sum of


Gamma-Gamma Variates and Applications in
RF and Optical Wireless Communications
Nestor D. Chatzidiamantis, Student Member, IEEE, and George K. Karagiannidis, Senior Member, IEEE

Abstract—The Gamma-Gamma (ΓΓ) distribution has recently a variety of applications, including the statistical character-
attracted the interest of the research community due to its ization of the intensity of SAR images [2], as well as to
involvement in various communication systems. In the context of model the statistics of the reverbation intensity in underwater
RF wireless communications, ΓΓ distribution accurately models
the power statistics in composite shadowing/fading channels as communications [3]-[4].
well as in cascade multipath fading channels, while in optical Of particular interest is the application of the ΓΓ distribution
wireless (OW) systems, it describes the fluctuations of the in optical wireless (OW) systems, where transmission of
irradiance of optical signals distorted by atmospheric turbulence. optical signals through the atmosphere is involved. In these
Although ΓΓ channel model offers analytical tractability in the systems, a major performance limiting factor is the turbulence
analysis of single input single output (SISO) wireless systems,
difficulties arise when studying multiple input multiple output induced fading, i.e., rapid fluctuations of the irradiance of the
(MIMO) systems, where the distribution of the sum of indepen- propagated optical signals caused by atmospheric turbulence,
dent ΓΓ variates is required. In this paper, we present a novel which can be accurately modeled using the statistics of the ΓΓ
and simple closed-form approximation for the distribution of the distribution [5]. Furthermore, in recent years, ΓΓ distribution
sum of independent, but not necessarily identically distributed ΓΓ has also been applied in the field of RF wireless communica-
variates. It is shown that the probability density function (PDF)
of the ΓΓ sum can be efficiently approximated either by the PDF tions; specifically, to model the power statistics in composite
of a single ΓΓ distribution, or by a finite weighted sum of PDFs fading channels [1], [6]. Additionally, since it includes the well
of ΓΓ distributions. To reveal the importance of the proposed known Double-Rayleigh model [7], ΓΓ distribution can be
approximation, the performance of RF wireless systems in the further employed for modeling the power statistics in cascade
presence of composite fading, as well as MIMO OW systems multipath fading channels (which occur, e.g., in keyhole or in
impaired by atmospheric turbulence, are investigated. Numerical
results and simulations illustrate the accuracy of the proposed mobile-to-mobile communication scenarios [8]).
approach. Although ΓΓ channel model is analytically tractable in
the performance analysis of various single input single out-
Index Terms—Gamma-Gamma (ΓΓ) distribution, fading chan-
nels, shadowing, cascade fading, atmospheric turbulence, optical
put (SISO) wireless communication systems [1], [9]-[12],
wireless, diversity reception, performance analysis. difficulties arise when studying the performance of certain
diversity schemes in multiple input multiple output (MIMO)
wireless systems. Specifically, these difficulties appear when
I. I NTRODUCTION the distribution of the sum of independent ΓΓ variates is

I N communication theory, channel modeling is very crucial required and have their origin in the fact that a straight
since it can be applied in the design and performance derivation of this distribution is analytically infeasible, due to
evaluation of various communication systems. A distribution the involvement of the modified Bessel function of the second
which has recently attracted the interest within the research kind.
community due to its involvement in various communication In the past, a limited number of works dealing with the
systems, is the so-called Gamma-Gamma (ΓΓ) distribution. distribution of the sum of independent ΓΓ variates and its
This distribution is equivalent to the squared Generalized-𝐾 application in communications systems, appeared in the tech-
(K𝐺 ) distribution [1] and can be derived from the product of nical literature. In the context of mobile communications,
two independent Gamma random variables (RVs). Moreover, where ΓΓ distribution models the statistics of the signal-
for certain values of its parameters, it coincides with the to-noise ratio (SNR) in the presence of K𝐺 fading channel
𝐾-distribution, which in the past has been widely used in model, the maximal ratio combining (MRC) receiver has been
investigated in [13] and [14]. However, in [13], the sum of
Paper approved by M.-S. Alouini, the Editor for Modulation and Diversity independent ΓΓ variates was not investigated (shadowing term
Systems of the IEEE Communications Society. Manuscript received April 17, was common in every diversity branch), while in [14] the
2009; revised March 19, 2010 and August 31, 2010.
This paper was partially presented at the IEEE Global Communications expressions that were derived for the statistics of the SNR at
Conference (GLOBECOM’09). the output of the combiner, do not hold1 . In the context of
The authors are with the Wireless Communications Systems Group
(WCSG), Department of Electrical and Computer Engineering, Aristotle Uni- 1 In [14, Eq. A-2], it is assumed that the parameter 𝑎 = 𝑘 − 𝑚 is not
versity of Thessaloniki, GR-54124 Thessaloniki, Greece (e-mail: {nestoras, an integer. However this comes in contradiction with the assumption that
geokarag}@auth.gr). the parameters 𝑘 and 𝑚 in [14, Eq. A-4] are integers, which results to the
Digital Object Identifier 10.1109/TCOMM.2011.020811.090205 incorrect expressions of [14, Eq. 11] and [14, Eq. 12].
0090-6778/11$25.00 ⃝
c 2011 IEEE
CHATZIDIAMANTIS and KARAGIANNIDIS: ON THE DISTRIBUTION OF THE SUM OF GAMMA-GAMMA VARIATES AND APPLICATIONS IN RF . . . 1299

OW communications, the statistics of the sum of ΓΓ variates The distribution in (1) is generic, since it describes various
have been used in the performance analysis of MIMO systems models frequently used in communication systems, for several
operating over ΓΓ turbulence model and employing equal gain combinations of 𝑘 and 𝑚. Hence, as 𝑘 → ∞, it approximates
combining (EGC) at the receiver. In [15], the performance the well-known Gamma distribution (or equivalently squared
of such a system was investigated over identical OW links, Nakagami-𝑚 [21]), while for 𝑚 = 1, it coincides with the
using an infinite power series representation for the probability statistics of a squared 𝐾-distributed2 RV with PDF given by
density function (PDF) of the turbulence-induced fading term 𝑘+1 𝑘−1
[ ( )1/2 ]
at the output of the receiver. Although this approach allows the 2𝑘 2 𝛾 2 𝑘
𝑓𝛾 (𝛾; 𝑘, 1, Ω) = 𝑘+1 𝐾𝑘−1 2 𝛾 . (2)
derivation of simple and accurate expressions at the high SNR Γ (𝑘) Ω 2 Ω
regime, it is not computationally attractive when the number of Furthermore for the special case of 𝑘 = 1 and 𝑚 = 1, it
the transmit/receive apertures increases and/or the underlying reduces to the power statistics of the double Rayleigh model,
OW links are non identically distributed. frequently used in cascade multipath fading channels, with
In this paper, we address to this cumbersome statistical PDF given by [7]-[8] as
problem by applying a novel and simpler approach. We present [ √ ]
novel closed-form expressions that approximate efficiently 2 𝛾
𝑓𝛾 (𝛾; 1, 1, Ω) = 𝐾0 2 . (3)
the PDF of the distribution of the sum of independent ΓΓ Ω Ω
variates based on the following well known issues: a) ΓΓ The 𝑛-th moment of the 𝛾 is given as [1]
distribution is derived from the product of two independently
distributed Gamma RVs, and b) the distribution of the sum of Γ (𝑘 + 𝑛) Γ (𝑚 + 𝑛)
𝔼 [𝛾 𝑛 ] = 𝜉 −𝑛 (4)
Gamma variates is analytically tractable. Note that in the past Γ (𝑘) Γ (𝑚)
several works have been published providing approximations where 𝜉 = 𝑘𝑚 Ω . Moreover its cumulative density function
for the statistics of the sum of RVs, where a closed form (CDF) has been expressed using [10, Eq. 7] and [20, Eq.
solution was impossible [16]-[19]. Our analysis encompasses 9.31/5] as
the case where the variates involved in the sum are identically [ ]
1 1
distributed, as well as the non identical scenario. Furthermore, 𝐹𝛾 (𝛾; 𝑘, 𝑚, Ω) = 𝐺1,3 𝜉𝛾
2,1
, (5)
in order to reveal the importance of the proposed statisti- Γ (𝑘) Γ (𝑚) 𝑘, 𝑚, 0
cal formulation, we study the performance of two different where 𝐺 [⋅] is the Meijer’s G function [20, Eq. 9.301].
communication systems; an RF wireless system operating It is important to note that the ΓΓ distributed RV can be
over the K𝐺 fading model and employing MRC diversity derived from the product of two independent RVs, 𝑥 and 𝑦 as
scheme at the receiver and a MIMO OW system operating over [22]
strong turbulence channels and employing EGC at the receiver. 𝛾 = 𝑥𝑦 (6)
For these systems, closed-form expressions that approximate
significant system performance metrics, such as bit error rate when are both Gamma distributed with PDF given by
(BER) and outage probability, are obtained. ( )
𝑖𝑚𝑖 −1 𝑖
The remainder of the paper is organized as follows. After 𝑓𝑖 (𝑖; 𝑚𝑖 , 𝜂𝑖 ) = 𝑚𝑖 exp − , 𝑖 = 𝑥, 𝑦 (7)
𝜂𝑖 Γ (𝑚𝑖 ) 𝜂𝑖
a brief introduction of the ΓΓ distribution in Section II, novel
closed-form expressions that approximate the PDF of the and parameters (𝑚𝑥 = 𝑘, 𝜂𝑥 = 1/𝑘) and
sum of ΓΓ variates are obtained in Section III. Moreover, in (𝑚𝑦 = 𝑚, 𝜂𝑦 = Ω/𝑚) respectively3.
Section IV the obtained results are applied to derive closed-
form expressions for the performance evaluation of an MRC III. A N E FFICIENT A PPROXIMATION TO THE S TATISTICS
receiver operating over the K𝐺 fading model, while in Section OF THE S UM OF ΓΓ VARIATES
V the same results are further applied to the performance Let us consider 𝐿 statistically independent ΓΓ variates
evaluation of MIMO OW systems operating over strong tur- 𝐿
denoted by {𝛾𝑙 }𝑙=1 , each having shaping parameters 𝑘𝑙 and
bulence channels and employing EGC at the receiver. Finally, 𝑚𝑙 , and mean Ω𝑙 . Their sum, 𝑆𝛾 , is defined as
in Section VI, useful concluding remarks are provided.
𝐿
∑ 𝐿

𝑆𝛾 ≜ 𝛾𝑙 = 𝑥𝑙 𝑦𝑙 , (8)
II. T HE ΓΓ D ISTRIBUTION 𝑙=1 𝑙=1

Let 𝛾 ⩾ 0 be a three-parameter ΓΓ RV derived from the where 𝑥𝑙 and 𝑦𝑙 are Gamma RVs with parameters (𝑘𝑙 , 1/𝑘𝑙 )
square of a K𝐺 distributed RV. Its PDF is given by [1] and (𝑚𝑙 , Ω𝑙 /𝑚𝑙 ) respectively. Eq. (8) can be rewritten as
[ ( ( 𝐿 )( 𝐿 )
𝑘+𝑚 𝑘+𝑚 )1/2 ] ∑ ∑
2(𝑘𝑚) 2 𝛾 2 −1 𝑘𝑚 𝑥𝑙 𝑦𝑙 𝐿−1 𝐿
𝑓𝛾 (𝛾; 𝑘, 𝑚, Ω) = 𝑘+𝑚 𝐾𝑘−𝑚 2 𝛾 1 ∑ ∑
Γ (𝑚) Γ (𝑘) Ω 2 Ω 𝑆𝛾 = 𝑙=1 𝑙=1
+ (𝑥𝑖 − 𝑥𝑗 ) (𝑦𝑖 − 𝑦𝑗 ) .
𝐿 𝐿 𝑖=1 𝑗=𝑖+1
(1)
where 𝑘 ⩾ 0 and 𝑚 ⩾ 0 are the distribution shaping (9)
parameters, 𝐾𝜈 (⋅) is the modified Bessel function of order 𝜈 2 In [4] and [5], the statistics of the square of a 𝐾-distributed RV are also
[20, 8.407/1], Γ (⋅) is the Gamma function [20, 8.310/1] and referred as 𝐾-distribution.
Ω is related with the mean as 𝔼 [𝛾] = Ω, with 𝔼 [⋅] denoting 3 It follows from symmetry that it is equivalent to consider the set of
( ) ( )
expectation. parameters 𝑚𝑥 = 𝑘, 𝜂𝑥 = Ω 𝑘
and 𝑚𝑦 = 𝑚, 𝜂𝑦 = 𝑚 1
.
1300 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 59, NO. 5, MAY 2011

A. Identical Variates The adjustment parameter, 𝜀𝛾 , is evaluated through the fol-


When the variates of the sum in (8) are identically dis- lowing rule
𝐿
tributed (i.i.d.) (i.e. 𝑘𝑙 = 𝑘, 𝑚𝑙 = 𝑚, Ω𝑙 = Ω), {𝑥𝑙 }𝑙=1 and [ ] [ ]

𝐿
{𝑦𝑙 }𝑙=1 are also identically distributed. Hence, according to 𝜀𝛾 = arg min 𝔼 𝑆ˆ𝛾𝜈 − 𝔼 𝑆𝛾𝜈 , 𝜈 = 1, ...4 (20)
𝜀𝛾
(9), the unknown distribution of 𝑆𝛾 can be approximated by
[ ]
the distribution of the RV 𝑆ˆ𝛾 , which is defined as
( 𝐿 )( 𝐿 ) where 𝔼 𝑆ˆ𝛾𝜈 are the moments of the distribution of
∑ ∑ 𝑆ˆ
𝑥𝑙 𝑦𝑙 (𝛾 , which can )be derived from (4) using the parameters
𝑆𝛾 ≈ 𝑆ˆ𝛾 = 𝑙=1 𝑙=1
, (10) 𝑘𝑆ˆ𝛾 , 𝑚𝑆ˆ𝛾 , Ω𝑆ˆ𝛾 , as provided by (19), (16) and (17) respec-
[ ]
𝐿
tively; 𝔼 𝑆𝛾𝜈 are the moments of the distribution of 𝑆𝛾 ,
with the approximation error, 𝜀, given by calculated using the multinomial expansion, according to
𝐿−1 𝐿
1 ∑ ∑
𝜀= (𝑥𝑖 − 𝑥𝑗 ) (𝑦𝑖 − 𝑦𝑗 ) . (11) [ ] 𝜈
∑ 𝜈1
∑ ∑ ( 𝜈 )(𝜈1 ) (𝜈𝐿−2 )
𝜈𝐿−2
𝐿 𝑖=1 𝑗=𝑖+1 𝔼 𝑆𝛾𝜈 = ... ...
𝜈1 =0 𝜈2 =0 𝜈𝐿−1 =0
𝜈1 𝜈2 𝜈𝐿−1
Equivalently, (10) can be written as the product of two RVs [ 𝜈−𝜈1 ] [ 𝜈1 −𝜈2 ] [ 𝜈𝐿−1 ]
𝑠1 and 𝑠2 , i.e. ×𝔼 𝛾1 𝔼 𝛾2 ...𝔼 𝛾𝐿 (21)
𝑆ˆ𝛾 = 𝑠1 𝑠2 , (12)
and using (4) for the respective parameters (𝑘, 𝑚, Ω).
where Finding the optimum solution in (20) is a nonlinear multiple
𝐿

1 function optimization problem, which is difficult to be solved
𝑠1 = 𝑥𝑙 (13)
𝐿 analytically, yet not impossible to derive an approximative
𝑙=1
and solution numerically. After applying non-linear regression
𝐿
∑ methods [24], it was found that the adjustment parameter
𝑠2 = 𝑦𝑙 . (14) depends on 𝐿, 𝑘 and 𝑚 with a function of the form of
𝑙=1
Since the sum of i.i.d. Gamma variates remains Gamma −0.127 − 0.95𝑘 − 0.0058𝑚
𝜀𝛾 (𝐿, 𝑘, 𝑚) = (𝐿 − 1) . (22)
distributed [23], it can be easily proved that 𝑠(1 and 𝑠)2 are 1 + 0.00124𝑘 + 0.98𝑚
1
(both Gamma) distributed with set of parameters 𝐿𝑘, 𝐿𝑘 and Hence, using (22) in conjunction with (19), (16) and (17),
𝐿𝑚, 𝐿𝑚 respectively. Hence, according to (6), 𝑆ˆ𝛾 will be
𝐿Ω
the parameters of a single ΓΓ distribution are defined, which
ΓΓ distributed with shaping parameters accurately approximates the distribution of the sum of 𝐿 i.i.d.
𝑘𝑆ˆ𝛾 = 𝐿𝑘, (15) ΓΓ variates.
𝑚𝑆ˆ𝛾 = 𝐿𝑚, (16)
and mean B. Non-Identical Variates
Ω𝑆ˆ𝛾 = 𝐿Ω. (17)
When the ΓΓ variates of the sum in (8) are independent
The accuracy of the proposed approximation depends on but not identically distributed (i.n.i.d.), but have one shaping
the approximation error defined in (11). The exact PDF of parameter in common, as it happens in most practical appli-
the error is difficult to be derived, however, its first moments, cations, (i.e. 𝑘𝑙 = 𝑘, but 𝑚𝑙 and Ω𝑙 are different), we still
which are also indicatives of its statistical behavior, can be approximate the unknown PDF of the sum by the PDF of the
calculated using (11). Specifically, according to the Appendix, RV 𝑆ˆ𝛾 , as defined by (12).
the mean of 𝜀 is equal to 0, while its variance depends on 𝑘, As in the i.i.d. case, 𝑆ˆ𝛾 can be written as the product of
𝑚, Ω, and 𝐿, according to two RVs 𝑠1 and 𝑠2 , defined by (13) and (14) respectively.
𝐿
[ ] Ω2 Since 𝑘𝑙 = 𝑘, {𝑥𝑙(}𝑙=1 are)i.i.d. and 𝑠1 is Gamma distributed
𝔼 𝜀2 = (𝐿 − 1) . (18) with parameters 𝐿𝑘, 𝐿𝑘 1
. However, the derivation of the
𝑘𝑚 𝐿
It is obvious from the above equation that the variance of the distribution of 𝑠2 is not straightforward, since {𝑦𝑙 }𝑙=1 are not
approximation error increases for a certain combination of 𝑘, identically distributed. In order to derive the PDF of 𝑠2 , the
𝑚 and Ω, as the number of the RVs of the sum in (8) increases. exact closed-form expressions for the sum of non-identical
In order to improve the accuracy of the proposed approx- Gamma variates, presented in [25], are used. According to
imation, an adjustment parameter is introduced that modifies this approach, the PDF of 𝑠2 can be written as a nested finite
the shaping parameters of the approximating distribution of weighted sum of Gamma PDFs,
𝑆ˆ𝛾 . Specifically, we assume that the maximum of the shaping 𝑚𝑖 ( ) ( )

𝐿 ∑
Ω𝑖
parameters4 𝑘𝑆ˆ𝛾 is modified by an adjustment parameter, 𝜀𝛾 , 𝑓𝑠2 (𝑧) = 𝑤𝐿 𝑖, 𝑗, {𝑚𝑙 }𝐿
𝑙=1 , {Ω }𝐿
𝑙 𝑙=1 𝑓𝑦 𝑧; 𝑗, ,
according to 𝑖=1 𝑗=1
𝑚𝑖
𝑘𝑆ˆ𝛾 = 𝐿𝑘 + 𝜀𝛾 . (19) (23)
where 𝑦 is a Gamma distributed RV with PDF given by (7)
4 Since 𝐾−𝜈 (𝑥) = 𝐾𝜈 (𝑥), we assume for convenience and without loss and the weights can be easily and quickly evaluated using the
𝐿
of generality that 𝑘𝑆ˆ𝛾 ⩾ 𝑚𝑆ˆ𝛾 . recursive formula of [25, Eq. (8)] for the parameters {𝑚𝑙 }𝑙=1
CHATZIDIAMANTIS and KARAGIANNIDIS: ON THE DISTRIBUTION OF THE SUM OF GAMMA-GAMMA VARIATES AND APPLICATIONS IN RF . . . 1301

and {Ω𝑙 }𝐿
𝑙=1 , according to

( )
𝐿 𝐿
𝑤𝐿 𝑖, 𝑚𝑖 − 𝑡, {𝑚𝑙 }𝑙=1 , {Ω𝑙 }𝑙=1 =
𝐿 𝑡 ( )−𝑗
1 ∑ ∑ 𝑚𝑞 𝑚𝑖 𝑚𝑞

𝑡 𝑞=1 𝑗=1 Ω𝑗𝑖 Ω𝑖 Ω𝑞
𝑞∕=𝑖 𝑚𝑗𝑖
( )
× 𝑤𝐿 𝑖, 𝑚𝑖 − 𝑡 + 𝑗, {𝑚𝑙 }𝐿 𝐿
𝑙=1 , {Ω𝑙 }𝑙=1 (24)

where 𝑡 = 1, ..., 𝑚𝑖 − 1 and with


( )
𝐿 𝐿
𝑤𝐿 𝑖, 𝑚𝑖 , {𝑚𝑙 }𝑙=1 , {Ω𝑙 }𝑙=1 =
𝑚
Ω𝑖 𝑖 𝐿 (
∏ )−𝑚𝑗
𝑚
𝑚𝑖 𝑖 𝑚𝑗 𝑚𝑖
∏𝐿 𝑚 − . (25)
Ωℎ ℎ
𝑚 𝑗=1
Ω𝑗 Ω𝑖 Fig. 1. Hypothesis testing distribution using the KS goodness-of-fit test
ℎ=1 𝑚ℎ ℎ
𝑗∕=𝑖 for the distribution of 𝑆ˆ𝛾 to approximate the distribution of 𝑆𝛾 with 5%
significance level, when 𝐿 = 2.
The PDF of the product of 𝑠1 and 𝑠2 is evaluated as
∫ ∞ ( ) (𝑧 )
1 1
𝑓𝑆ˆ𝛾 (𝑧) = 𝑓𝑠1 𝑥; 𝐿𝑘, 𝑓𝑠2 𝑑𝑥. (26)
0 𝑥 𝐿𝑘 𝑥

Using (23) and [20, Eq. 3.471/9], Eq. (26) yields as

𝐿 ∑
∑ 𝑚𝑖 ( )
𝐿 𝐿
𝑓𝑆ˆ𝛾 (𝑧) = 𝑤𝐿 𝑖, 𝑗, {𝑚𝑙 }𝑙=1 , {Ω𝑙 }𝑙=1
𝑖=1 𝑗=1
( )
𝑗Ω𝑖
× 𝑓𝛾 𝑧; 𝐿𝑘, 𝑗, , (27)
𝑚𝑖

where 𝛾 is a ΓΓ distributed RV with PDF defined by (1).


Hence, an efficient approximation to the PDF of the sum of 𝐿
non-identical ΓΓ variates, when one of the shaping parameters
remains the same for all variates5 , can be a nested finite
weighted sum of ΓΓ PDFs. Fig. 2. Hypothesis testing distribution using the KS goodness-of-fit test
for the distribution of 𝑆ˆ𝛾 to approximate the distribution of 𝑆𝛾 with 5%
significance level, when 𝐿 = 3 .

C. KS Goodness-of-fit tests
Next, we investigate the validity of the proposed approxi- while in the i.n.i.d. case, 𝐹𝑆ˆ𝛾 (𝑧) can be derived, according to
mations using statistical tools and arguments. Specifically, we (27), as
employ Kolmogorov-Smirnov (KS) goodness-of-fit statistical
𝑚𝑖
𝐿 ∑
∑ ( )
tests [26, pp. 272-273] that measure the maximum value of 𝐿 𝐿
𝐹𝑆ˆ𝛾 (𝑧) = 𝑤𝐿 𝑖, 𝑗, {𝑚𝑙 }𝑙=1 , {Ω𝑙 }𝑙=1
the absolute difference between the empirical CDF of the RV
𝑖=1 𝑗=1
𝑆𝛾 , 𝐹𝑆𝛾 (⋅), and the analytical CDF of the approximating RV ( )
𝑗Ω𝑖
𝑆ˆ𝛾 , 𝐹𝑆ˆ𝛾 (⋅). Hence, the KS test statistic is defined as × 𝐹𝛾 𝛾; 𝐿𝑘, 𝑗, . (30)
𝑚𝑖

Definition 1: We define 𝑯 0 as the null hypothesis under
𝑇 ≜ max 𝐹𝑆𝛾 (𝑧) − 𝐹𝑆ˆ𝛾 (𝑧) . (28)
which the observed data of 𝑆𝛾 belong to the CDF of the
In the i.i.d.( case, 𝑆ˆ𝛾 is a) single ΓΓ variate with set of approximating distribution 𝐹𝑆ˆ𝛾 (⋅).
To test 𝑯 0 , the KS goodness-of-fit test compares the test
parameters 𝑘𝑆ˆ𝛾 , 𝑚𝑆ˆ𝛾 , Ω𝑆ˆ𝛾 obtained by (19), (16) and (17)
statistic 𝑇 to a critical level 𝑇max for a given significance
respectively; thus, 𝐹𝑆ˆ𝛾 (𝑧) can be derived, according to (5), level 𝛼. Any hypothesis for which 𝑇 > 𝑇max , is rejected with
as significance 1 − 𝛼, while any hypothesis for which 𝑇 < 𝑇max
( )
𝐹𝑆ˆ𝛾 (𝑧) = 𝐹𝛾 𝑧; 𝑘𝑆ˆ𝛾 , 𝑚𝑆ˆ𝛾 , Ω𝑆ˆ𝛾 , (29) is accepted with the same level of significance.
Figs. 1 and 2 depict the KS test statistic for different
5 Note that due to symmetry, the same approximation also holds when 𝑚 =
combinations of the parameters 𝑘 ,𝑚 and 𝐿, when the i.i.d.
𝑖
𝑚 and 𝑘𝑖 are different, by interchanging 𝑘𝑖 and 𝑚𝑖 in (27), i.e. 𝑚𝑖 = 𝑘𝑖 sum of variates is considered. Since the parameter Ω does
and 𝑘 = 𝑚. not influence the shape of the approximating distribution in
1302 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 59, NO. 5, MAY 2011

Fig. 3. The CDF plots of the RV 𝑆𝛾 and the approximating RV 𝑆ˆ𝛾 for Fig. 4. The CDF plots of the RV 𝑆𝛾 and the approximating RV 𝑆ˆ𝛾 for
different combinations of parameters and i.i.d. sum of variates. different combinations of parameters.

the i.i.d. case, without loss of generality, it is assumed that complex gain in the path between the transmitter and the 𝑙th
Ω = 1. The presented results have been obtained by averaging branch, and 𝑛𝑙 is the complex Additive White Gaussian Noise
the results of 60 simulation runs, each for at least 104 samples (AWGN), having single sided power spectral density 𝑁𝑜 and
of the RV 𝑆𝛾 . The critical value 𝑇max , used for comparison assumed to be identical in all branches.
reasons, is equal to 𝑇max = 0.0136 which corresponds to
Since operation over K𝐺 fading channel model is con-
a significance level of 𝛼 = 5% [26, Eq. (9-73)]. As it is 2
sidered, the square of the fading envelope, 𝑅𝑙2 = ∣ℎ𝑙 ∣ , is
clearly illustrated in the figures, although the approximation
statistically described by the PDF[ of ]Eq. (1) with shaping
looses its high accuracy in the region 𝑘 ≤ 1 and 𝑚 ≤ 1
parameters 𝑘𝑙 and 𝑚𝑙 , and mean 𝔼 𝑅𝑙2 = Ω𝑙 . It follows that
(𝑇 comes closer to the critical level 𝑇max ), the hypothesis
the instantaneous SNR of the 𝑙th receiving branch, which is
𝑯 0 is accepted with 95% significance in all the range of the
defined as
parameters examined, even when 𝐿 increases. Hence, in the
𝑅2 𝐸𝑠
i.i.d. case, the distribution of 𝑆ˆ𝛾 can be considered as a highly 𝛾𝑙 = 𝑙 , (32)
efficient approximation of the distribution of 𝑆𝛾 . The same 𝑁𝑜
conclusion can also be reached by observing the CDF plots is also ΓΓ distributed with PDF given by (1), shaping param-
of Fig. 3 for some combinations of 𝑘, 𝑚 and 𝐿. eters equal to 𝑘𝑙 and 𝑚𝑙 , and mean equal to the average input
When the variates of the sum in (8) are i.n.i.d., the hypoth- SNR of the branch defined by
esis 𝑯 0 is not always accepted with 95% significance and
the accuracy of the proposed approximation depends on the Ω𝑙 𝐸𝑠
combinations of the parameters 𝑘, {𝑚𝑙 }𝐿 𝐿 𝛾𝑙 = . (33)
𝑙=1 and {Ω𝑙 }𝑙=1 . For 𝑁𝑜
instance, when the following typical values are considered,

𝑘 = 2, 𝑚1 = 4, 𝑚2 = 5, 𝑚3 = 3, Ω1 = 1, Ω2 = 2 and Furthermore, maximum ratio combining (MRC) technique is
Ω3 = 1, the hypothesis 𝑯 0 is accepted with 95% significance applied at the receiver and hence the total SNR per symbol at
(𝑇 = 0.0125), while for the parameters 𝑘 = 2, 𝑚1 = 2, the output of the receiver is
𝑚2 = 6, Ω1 = 1 and Ω2 = 2, the hypothesis 𝑯 0 is
𝐿
∑ 𝐿
rejected with the same level of significance (𝑇 = 0.0163). 𝐸𝑠 ∑ 2
𝛾𝑇 = 𝛾𝑙 = 𝑅𝑙 . (34)
Nevertheless, as it can be observed by the Fig. 4, in all cases 𝑁𝑜
𝑙=1 𝑙=1
the CDF of the approximating distribution acts as a lower
bound. In the analysis that follows, it is assumed that both shad-
owing and multipath fading effects are independent among
IV. A PPLICATION IN RF W IRELESS S YSTEMS the diversity branches, i.e. macrodiversity is studied. As a
A. System Model consequence, the diversity branches are considered indepen-
dent. Moreover, since shadowing occurs in large geographical
Let us consider a diversity receiver with 𝐿 branches operat-
areas, it is further assumed that the parameter that statistically
ing over the composite K𝐺 fading channel [14]. The equivalent
describes the channel’s shadowing effects, 𝑘𝑙 , remains constant
complex baseband received signal at the 𝑙th (𝑙 = 1, 2, ..., 𝐿)
among the diversity branches, i.e., 𝑘𝑙 = 𝑘 [14]. Note that
branch is given by
the assumption of the uncorrelated diversity branches can
𝑧𝑙 = 𝑠ℎ𝑙 + 𝑛𝑙 (31)
be further applied in the scenario of diversity reception in
[ ]𝑠 is the transmitted complex symbol with energy
where cascade multipath fading channels, when a rich scattering
𝔼 𝑠2 and ∣⋅∣ denoting absolute value, ℎ𝑙 is the channel’s radio environment is considered (see [8] for examples).
CHATZIDIAMANTIS and KARAGIANNIDIS: ON THE DISTRIBUTION OF THE SUM OF GAMMA-GAMMA VARIATES AND APPLICATIONS IN RF . . . 1303

B. Error Analysis the BPSK diversity system yields as


[ ]
The average BER of the under consideration RF system ∑ 𝑚𝑖
𝐿 ∑ 𝐿𝑘+𝑗
Ξ (𝑖, 𝑗) 𝜉𝑖 2 1−𝛽𝑗 𝛽𝑗
2,2 , −
can be evaluated directly by averaging the conditional BER, 𝑃 𝑏𝑒 ≈ √ 𝐺 𝜉𝑖 2 2
2 𝜋Γ (𝐿𝑘) Γ (𝑗) 2,3 𝑎𝑗 , −𝑎𝑗 , − 𝛽𝑗2+1
𝑃𝑒 (𝛾), which depends from the type of modulation, over the 𝑖=1 𝑗=1
(40)
PDF of 𝛾𝑇 , 𝑓𝛾𝑇 (𝛾), i.e., 𝐿𝑘−𝑗
where 𝜉𝑖 = 𝐿𝑘𝑚 𝛾𝑖
𝑖
, 𝑎 𝑗 = 2 and 𝛽 𝑗 = 𝐿𝑘 + 𝑗 − 1, while
∫ ∞ using [1, Eq. (9)], the average BER of the DBPSK diversity
𝑃 𝑏𝑒 = 𝑃𝑒 (𝛾) 𝑓𝛾𝑇 (𝛾) 𝑑𝛾. (35) system is derived as
0
∑𝐿 ∑ 𝑚𝑖 ( )
1) Independent and Identically Distributed Diversity Ξ (𝑖, 𝑗) 𝐿𝑘+𝑗−1 𝜉𝑖
𝑃 𝑏𝑒 ≈ 𝜉𝑖 2 exp 𝑊− 𝛽𝑗 , 𝑎𝑗 (𝜉𝑖 ) .
Branches: When the received signals at the diversity branches 𝑖=1 𝑗=1
2 2 2 2

are independent and identically distributed (i.i.d.), i.e. 𝑚𝑙 = 𝑚 (41)


and 𝛾 𝑙 = 𝛾, the approximation for the PDF of the sum of
i.i.d. ΓΓ variates can be used in order to evaluate the error C. Outage Probability
performance of the under consideration system. Specifically,
Outage probability is defined as the probability that the
the PDF of 𝛾𝑇 can be approximated by the PDF of a single
output SNR of the under consideration diversity system falls
ΓΓ variate with parameters obtained by (19), (16) and (17),
below a specified threshold 𝛾𝑡ℎ , which represents a protection
i.e.
value of the SNR above which the quality of the channel is
𝑓𝛾𝑇 (𝛾) ≈ 𝑓𝛾 (𝛾; 𝑘𝑇 , 𝑚𝑇 , 𝛾 𝑇 ) (36) satisfactory. Hence, outage probability can be evaluated by
∫ 𝛾𝑡ℎ
where 𝑘𝑇 = 𝐿𝑘 + 𝜀𝛾1 , 𝑚𝑇 = 𝐿𝑚, 𝛾 𝑇 = 𝐿𝛾 and 𝜀𝛾1 is 𝑃𝑜𝑢𝑡 = Pr (𝛾𝑇 ≤ 𝛾𝑡ℎ ) = 𝑓𝛾𝑇 (𝛾) 𝑑𝛾. (42)
calculated using (22) for the set of parameters of (𝐿, 𝑘, 𝑚). 0
By using the corresponding BER expressions of a Single Input 1) Independent and Identically Distributed Diversity
Single Output (SISO) system with parameters (𝑘𝑇 , 𝑚𝑇 , 𝛾 𝑇 ), Branches: When the received signals at the diversity branches
analytical expressions that approximate the average BER of are i.i.d., i.e. 𝑚𝑙 = 𝑚 and 𝛾 𝑙 = 𝛾, the outage probability
the diversity system can be derived. Hence, using [1, Eq. (8)], of the diversity system can be approximated by the outage
the average BER for BPSK modulation can be approximated probability of a SISO system with parameters (𝑘𝑇 , 𝑚𝑇 , 𝛾 𝑇 ).
by Using (5), a closed form solution yields as
[ ]
𝑘𝑇 +𝑚𝑇
[ ] 1 1
𝜉𝑇 2 1−𝛽𝑇 𝛽𝑇 𝑃𝑜𝑢𝑡 ≈ 𝐺2,1
𝜉𝑇 𝛾𝑡ℎ (43)
𝑃 𝑏𝑒 ≈ √ 𝐺2,2 2 ,− 2 Γ (𝑘𝑇 ) Γ (𝑚𝑇 ) 1,3 𝑘𝑇 , 𝑚𝑇 , 0
2,3 𝜉𝑇 𝑎𝑇 𝑎𝑇 𝛽𝑇 +1
2 𝜋Γ (𝑘𝑇 ) Γ (𝑚𝑇 ) 2 ,− 2 ,− 2
(37) where 𝜉𝑇 = 𝑘𝑇𝛾𝑚𝑇 .
𝑇
𝑘𝑇 𝑚𝑇 2) Independent but not Necessarily Identically Distributed
where 𝜉𝑇 = , 𝛽𝑇 = 𝑘𝑇 + 𝑚𝑇 − 1 and 𝑎𝑇 = 𝑘𝑇 − 𝑚𝑇 .
𝛾𝑇
In a similar manner, using [1, Eq. (9)], the BER performance Diversity Branches: When the received signals at the diversity
of the DBPSK diversity system is evaluated as branches are i.n.i.d., i.e. 𝑚𝑙 and 𝛾 𝑙 are different among the
( ) diversity branches, the outage probability can be approximated
1 𝛽𝑇 𝜉𝑇 by a nested finite weighted sum of of outage (probabilities )
𝑃 𝑏𝑒 ≈ 𝜉𝑇2 exp 𝑊− 𝛽𝑇 , 𝑎𝑇 (𝜉𝑇 ) (38)
2 2 of SISO systems, each having the parameters 𝐿𝑘, 𝑗, 𝑗𝛾 𝑚𝑖 .
2 2 𝑖

Hence, by using (5), an approximative expression for the


where 𝑊𝜆,𝜇 (⋅) is the Whittaker function [20, Eq. 9.220].
outage probability is obtained as
2) Independent, but not Necessarily Identically Distributed
𝐿 ∑ 𝑚𝑖 [ ]
Diversity Branches: When the received signals at the diver- ∑ 1 1
𝑃𝑜𝑢𝑡 ≈ Ξ (𝑖, 𝑗) 𝐺2,1 𝜉 𝛾
𝑖 𝑡ℎ
sity branches are independent, but not necessarily identically Γ (𝐿𝑘) Γ (𝑗) 1,3 𝐿𝑘, 𝑗, 0
𝑖=1 𝑗=1
distributed (i.n.i.d.), i.e., 𝑚𝑙 and 𝛾 𝑙 are different among the
(44)
diversity branches, the approximation for the PDF of the sum
where 𝜉𝑖 = 𝐿𝑘𝑚𝛾
𝑖
and the weights Ξ (𝑖, 𝑗) are defined earlier.
of i.n.i.d. ΓΓ variates can be used in order to approximate 𝑖

the average BER of the under consideration diversity system.


According to (27), the PDF of 𝛾𝑇 can be approximated by a D. Numerical Results and Discussion
nested finite weighted sum of ΓΓ PDFs, i.e. Figs. 5 and 6 illustrate the average BER and outage
probability of MRC receivers operating over the K𝐺 fading
𝑚𝑖
𝐿 ∑
∑ ( )
𝑗𝛾 𝑖 model, when the diversity branches have the same shaping
𝑓 𝛾𝑇 (𝛾) ≈ Ξ (𝑖, 𝑗) 𝑓𝛾 𝛾; 𝐿𝑘, 𝑗, , (39) parameters and average branch input SNR, i.e., 𝑘𝑙 = 𝑘,
𝑖=1 𝑗=1
𝑚𝑖
𝑚𝑙 = 𝑚 and 𝛾 𝑙 = 𝛾. Approximative analytical results, using
( ) (37) and (38) for the BER evaluation and (43) for the outage
𝐿 𝐿
where Ξ (𝑖, 𝑗) = 𝑤𝐿 𝑖, 𝑗, {𝑚𝑙 }𝑙=1 , {𝛾 𝑙 }𝑙=1 . Hence, accord- probability evaluation, are plotted in comparison with Monte-
ing to (35), the error performance can be evaluated using Carlo (MC) simulation results, for an arbitrary number of
the corresponding
( BER) expressions of a SISO system with diversity branches and assuming a certain combination of
𝑗𝛾
parameters 𝐿𝑘, 𝑗, 𝑚𝑖𝑖 . Specifically, using [1, Eq. (8)], an shaping parameters (𝑘 = 2 and 𝑚 = 5). It is observed
analytical expression that approximates the average BER of that there is an excellent match between simulation and
1304 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 59, NO. 5, MAY 2011

Fig. 5. Comparison of approximate average BER and MC simulation results Fig. 7. Comparison of approximate average BER and MC simulation results
of MRC receivers with i.i.d.diversity branches (𝑘 = 2 and 𝑚 = 5). of MRC receivers with i.n.i.d. diversity branches (𝛿 = 1).

Fig. 6. Comparison of approximate Outage probability and MC simulation Fig. 8. Comparison of approximate Outage probability and MC simulation
results of MRC receivers with i.i.d. diversity branches (𝑘 = 2 and 𝑚 = 5). results of MRC receivers with i.n.i.d. diversity branches (𝛿 = 1).

approximative results for every input SNR and normalized equal to 10−5 ). Moreover it is evident that the proposed
outage, 𝛾𝑡ℎ /𝛾, in both performance metrics. It is also clearly approximation acts as a lower bound for high values of SNR
depicted that the approximative analytical expressions remain and the smaller the number of diversity branches are, the
accurate, even when the number of the diversity branches more accurate is the bound. Similar behavior has been also
increases. observed for the outage probability, which is depicted in Fig.
In Figs. 7 and 8, the BER and outage probability per- 8 as a function of the first branch normalized outage threshold,
formance metrics of MRC receivers are depicted, when the 𝛾𝑡ℎ /𝛾 1 , for the same combinations of 𝑘, 𝑚𝑙 and 𝛿. The
diversity branches are i.n.i.d., i.e., 𝑚𝑙 and 𝛾 𝑙 are different difference between analytical results, derived from (44), and
among the diversity branches. Specifically, it is assumed simulation results also lies within 3dB in all cases examined,
that the average input SNR of the 𝑙th branch is given by and the proposed approximation acts as a tight lower bound.
𝛾 𝑙 = 𝛾 1 exp [−𝛿 (𝑙 − 1)], where 𝛾¯1 is the average input SNR
of the first branch and 𝛿 is a decaying factor. Using (40) for V. A PPLICATION IN O PTICAL W IRELESS S YSTEMS
BPSK and (41) for DBPSK modulation, Fig. 7 presents the
approximative analytical results for the average BER, as a A. System Model
function of the first brach average input SNR, for several Consider a Multiple Input Multiple Output (MIMO) op-
combinations of shaping parameters 𝑘 and 𝑚𝑙 (𝛿 = 1). It tical wireless (OW) system where the information signal is
is obvious from the figures that the approximative analytical transmitted via 𝑀 apertures and received by 𝑁 apertures over
expressions for the average BER are close to simulation results strong atmospheric turbulence conditions. For the OW system
(their difference is not greater than 3 dB at target BERs under consideration, it is assumed that the information bits
CHATZIDIAMANTIS and KARAGIANNIDIS: ON THE DISTRIBUTION OF THE SUM OF GAMMA-GAMMA VARIATES AND APPLICATIONS IN RF . . . 1305

are modulated using On-Off keying (OOK) and transmitted B. Error Analysis
through the 𝑀 apertures using repetition coding [27]. More- The BER probability of the MIMO OW system under
over, a large field of view is considered for each receiver, indi- consideration, assuming perfect Channel State Information
cating that multiple transmitters are simultaneously observed (CSI), is given by [28] as
by each receiver. This actually leads to the collection of larger ∫ ( )
∑𝑁 ∑ 𝑀
amount of background radiation which justifies the use of the 𝜂
𝑃𝑒 = 𝑓I (I) 𝑄 𝐼𝑝𝑞 𝑑I (49)
AWGN model as a good approximation of the Poisson photon I 2𝑀 𝑁 𝜎𝜐 𝑞=1 𝑝=1
counting detection model [28]. Hence, the received signal at
the 𝑞th receive aperture is given by where 𝑓I (I) is the joint PDF of the vector
I = (𝐼11 , 𝐼12 , ...𝐼𝑀𝑁 ) of length 𝑀 𝑁 . Furthermore,
𝑀
∑ 𝑄 (⋅) is (the√ Gaussian-Q
)∫∞ ( function
) defined as
𝑟𝑞 = 𝑥𝜂 𝐼𝑝𝑞 + 𝜐𝑞 , 𝑞 = 1, ...𝑁 (45) 𝑄 (𝑦) = 1/ 2𝜋 𝑦 exp −𝑡2 /2 𝑑𝑡 and related to
𝑝=1 (√ )
erfc (⋅) by erfc (𝑥) = 2𝑄 2𝑥 . Equivalently, Eq. (49) can
where 𝑥 ∈ {0, 1} represents the information bits, 𝜂 is be evaluated as
∫ ( )
the optical-to-electrical conversion coefficient and 𝜐𝑞 is the 1 ∞ 𝜂
AWGN with zero mean and variance 𝜎𝜐2 = 𝑁𝑜 /2. 𝑃𝑒 = 𝑓𝐼𝑇 (𝐼) erfc √ 𝐼 𝑑𝐼 (50)
2 0 2 2𝑁 𝑀 𝜎𝜐
The term 𝐼𝑝𝑞 denotes the fading coefficient that models the
where 𝑓𝐼𝑇 (𝐼) is the PDF of 𝐼𝑇 .
atmospheric turbulence through the optical channel between
1) Independent and Identically Distributed OW Links:
the 𝑝th transmit and the 𝑞th receive aperture. Since operation
When the turbulence induced fading coefficients of the un-
under strong atmospheric turbulence conditions is assumed,
derlying optical links of the MIMO system are independent
according to [9], the parameter which represents the effective
and identically distributed, i.e. 𝑎𝑝𝑞 = 𝑎 and E [𝐼𝑝𝑞 ] = 𝐼𝑜 , the
number of small scale scatterers can be considered equal to
PDF of 𝐼𝑇 can be approximated by the PDF of a single ΓΓ
1. Hence, the optical channel in the 𝑝-𝑞th transmit-receive
variate, i.e.
pair can be statistically described by a ΓΓ distribution with
𝑓𝐼𝑇 (𝐼) ≈ 𝑓𝛾 (𝐼; 𝑘𝑇 , 𝑚𝑇 , Ω𝑇 ) (51)
parameters 𝑘 = 1, 𝑚 = 𝑎𝑝𝑞 and Ω = 𝔼 [𝐼𝑝𝑞 ] [9], where
𝑎𝑝𝑞 is related to the effective number of large scale scat- where 𝑘𝑇 = 𝑀 𝑁 𝑎 + 𝜀𝛾2 , 𝑚𝑇 = 𝑀 𝑁 , Ω𝑇 = 𝑀 𝑁 𝐼𝑜 and 𝜀𝛾2
terers. Furthermore, it is assumed that the statistics of the is calculated from (22) for the parameters (𝑀 𝑁, 𝑎, 1). Hence,
fading coefficients of the underlying channels are statistically the BER probability of (50) is approximated by
independent; an assumption which is realistic by placing the ∫ ( )
1 ∞ 𝜂
transmitter and the receiver apertures just a few centimeters 𝑃𝑒 ≈ 𝑓𝛾 (𝐼; 𝑘𝑇 , 𝑚𝑇 , Ω𝑇 ) erfc √ 𝐼 𝑑𝐼
apart [29]. 2 0 2 2𝑁 𝑀 𝜎𝜐
(52)
At the receiver side, the received optical signals from the The integral of (52) can be solved using Meijer’s G-
𝑁 apertures are combined using equal gain combining (EGC), functions and their properties. Hence, by substituting the PDF
which is an efficient combining scheme in OW systems [28]- of the ΓΓ distribution according to (1), expressing the 𝐾𝜈 (⋅)
[29]. Hence, the output of the receiver is and the erfc (⋅) integrands in terms of Meijer’s G-function
𝑁
∑ 𝑁 𝑀 according to [31, Eq. (8.4.23.1)] and [31, Eq. (8.4.14.2)] re-
𝑥𝜂 ∑ ∑ spectively, and using [31, Eq. (2.24.1.1)], the BER is expressed
𝑟= 𝑟𝑞 = 𝐼𝑝𝑞 + 𝜐. (46)
𝑞=1
𝑀 𝑁 𝑞=1 𝑝=1 as

Note that a scaling factor of 𝑀 𝑁 appears in (46). The factor 2𝑘𝑇 +𝑚𝑇 −3
𝑃𝑒 ≈ √
𝑀 is included in order to ensure that the total transmit power 𝜋 3 Γ (𝑘𝑇 ) Γ (𝑚𝑇 )
[( )2 1−𝑘 2−𝑘 1−𝑚 2−𝑚 ]
is the same with that of a system with no transmit diversity, 2
2,4
𝑇
, 2 𝑇 , 2 𝑇 , 2 𝑇 ,1
while the factor 𝑁 ensures that the sum of the 𝑁 receive × 𝐺5,2 𝜇 2
𝑘𝑇 𝑚𝑇 0, 12
aperture areas is the same with the aperture area of a system
with no receive diversity. (53)
The received electrical SNR of the OW link between the 𝑝 where 𝜇 denotes the average electrical SNR of each OW link.
transmit and 𝑞 receive aperture, can be defined as [30] 2) Independent and Not Identically Distributed OW Links:
When the turbulence induced fading coefficients of the under-
𝜂 2 𝐼𝑝𝑞
2
lying optical links of the MIMO OW system are independent,
ℎ𝑝𝑞 = , (47)
𝑁𝑜 but not identically distributed, the PDF of 𝐼𝑇 can be approxi-
𝜂 2 𝐸[𝐼 ]2
mated by a nested finite weighted sum of ΓΓ PDFs, according
while its average as 𝜇𝑝𝑞 = 𝑁𝑜
𝑝𝑞
. According to the above to (27), i.e.
definitions, the electrical SNR of the combined signal at the 𝐿 ∑ 𝑚𝑖 ( )
output of the receiver, becomes ∑ 𝑗Ω𝑖
𝑓𝐼𝑇 (𝐼) ≈ Ξ (𝑖, 𝑗) 𝑓𝛾 𝐼; 𝐿, 𝑗, (54)
2 𝑖=1 𝑗=1
𝑚𝑖
𝜂 2 (𝐼𝑇 )
ℎ𝑇 = , (48) where 𝐿 = 𝑀 𝑁 is the number of the underlying OW links,
𝑀 2 𝑁 2 𝑁𝑜
∑𝑁 ∑𝑀 𝑚𝑙 = 𝑎𝑝𝑞 , 𝑘𝑙 = 1 and Ω𝑙 = E [𝐼𝑝𝑞 ], when 𝑝 = 1, ...𝑀 ,
where 𝐼𝑇 = 𝑞=1 𝑝=1 𝐼𝑝𝑞 . 𝑞 = 1, ...𝑁 and 𝑙 = 1, ...𝑀 𝑁 . Furthermore, the weights
1306 IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. 59, NO. 5, MAY 2011

( )
Ξ (𝑖, 𝑗) = 𝑤𝐿 𝑖, 𝑗, {𝑚𝑙 }𝐿 𝐿
𝑙=1 , {Ω𝑙 }𝑙=1 are evaluated using
(24) and (25).
Using (54), the BER probability of the MIMO OW system
is approximated by

∑ 𝑚𝑖
𝐿 ∑ ∫ ∞ ( )
Ξ (𝑖, 𝑗) 𝑗Ω𝑖
𝑃𝑒 ≈ 𝑓𝛾 𝐼; 𝐿, 𝑗,
𝑖=1 𝑗=1
2 0 𝑚𝑖
( )
𝜂
× erfc √ 𝐼 𝑑𝐼 (55)
2 2𝑁 𝑀 𝜎𝜐
The integral in the above equation can be evaluated by
expressing its integrands in terms of Meijer’s G-function, as
in the i.i.d. case. Hence, the probability of error is given by

∑𝐿 ∑ 𝑚𝑖
2𝐿+𝑗−3 Ξ (𝑖, 𝑗)
𝑃𝑒 ≈ √
𝑖=1 𝑗=1 𝜋 3 Γ (𝐿) Γ (𝑗)
[( )2 1−𝐿 2−𝐿 1−𝑗 2−𝑗 ]
Fig. 9. Comparison of approximate average BER and MC simulation results
2,4 2 , 2 , 2 , 2 ,1
× 𝐺5,2 𝜇𝑖 2 (56) for various MIMO OW systems over i.i.d. links.
𝐿 2 𝑚𝑖 0, 12
where 𝜇𝑖 is the average electrical SNR of the 𝑖th OW link.

C. Outage Probability
Similarly to the wireless RF systems, outage probability in
OW systems is defined as the probability that the SNR of the
combined signal at the output of the receiver falls below a
specified threshold ℎ𝑡ℎ , i.e.,
𝑃𝑜𝑢𝑡 = Pr (ℎ𝑇 ≤ ℎ𝑡ℎ ) = Pr (𝐼𝑇 ≤ 𝐼𝑡ℎ ) (57)

where 𝐼𝑡ℎ = 𝑁𝜂𝑀 ℎ𝑡ℎ 𝑁𝑜 is the normalized threshold. This
metric is considered as an important parameter for OW links
to be operated as a part of a data network and, further, is
critical in the design of both transport and network layer.
1) Independent and Identically Distributed OW Links:
When the underlying channels of the MIMO OW system are
independent and identically distributed, the outage probability
of the under consideration system is equivalent to the outage Fig. 10. Comparison of approximate outage probability and MC simulation
probability of a SISO system operating over the ΓΓ turbu- results for various MIMO OW systems over i.i.d. links.
lence model with parameters (𝑘𝑇 , 𝑚𝑇 , Ω𝑇 ). Hence, by using
(5), an approximative closed-form expression for the outage
probability which is similar to (43), is obtained. depicted that the derived approximative expressions are accu-
2) Independent and Not Identically Distributed OW Links: rate for every MIMO deployment investigated, irrespective the
When the underlying channels of the MIMO OW system number of transmit and/or receive apertures.
are independent, but not identically distributed, its outage Figs. 11 and 12 depict the BER and outage probability of
probability can be approximated, according to (54), by a finite various MIMO deployments of transmit and receive apertures
nested weighted sum of outage probabilities of SISO OW over i.n.i.d. strong turbulence channels, i.e. the underlying
links operating over the ΓΓ turbulence model with parameters OW links have different turbulence parameters and different
( )
𝐿, 𝑗, 𝑗Ω𝑖
. Hence, an approximative closed-form expression average electrical SNRs. As it is clearly illustrated, the ap-
𝑚𝑖
proximative analytical results for both performance metrics
for the outage probability, in analogy to (44), can be derived.
respectively, are very close to the MC simulation results.
Specifically, for the MIMO deployments investigated and for
D. Numerical Results practical values of average BER and outage probability, the
In Figs. 9 and 10, the BER and outage probability of MIMO difference between analytical and simulation results is not
OW systems operating over identically distributed strong tur- greater than 2 dB. Moreover, it is observed that the proposed
bulence channels with parameters 𝑎 = 4 or 𝑎 = 10 and 𝐼𝑜 = 1, approximation acts as a lower bound, which becomes less
are depicted. Analytical results are illustrated in comparison accurate as the number of the underlying i.n.i.d. OW links
with MC simulations. It is observed that there is an excellent increases. However, taking into consideration that the BER
match between the approximation and the simulations in every performance metric is difficult or even impossible to be
SNR regime for both performance metrics. It is also clearly evaluated with numerical techniques as the number of the OW
CHATZIDIAMANTIS and KARAGIANNIDIS: ON THE DISTRIBUTION OF THE SUM OF GAMMA-GAMMA VARIATES AND APPLICATIONS IN RF . . . 1307

The comparison between approximative analytical results and


simulations demonstrated that the proposed approximation is
accurate when the diversity branches or underlying OW links
are identical, while it serves as a tight lower bound for non
identical diversity branches or OW links.

A PPENDIX
𝑙=𝐿 𝑙=𝐿
Since both {𝑥𝑙 }𝑙=1
and {𝑦𝑙 }𝑙=1 are identically distributed
squared-Nakagami variates with parameters (𝑘, 1/𝑘) and
(𝑚, Ω/𝑚), respectively, their first moments and variances are
given by
𝔼 [𝑥𝑙 ] = 1 (58)
𝔼 [𝑦𝑙 ] = Ω (59)
[ ] 2 1
𝔼 𝑥2𝑙 − 𝔼 [𝑥𝑙 ] = (60)
𝑘
Fig. 11. Comparison of approximate BER performance and MC simulation
results of MIMO systems with 𝑀 = 2 and 𝑁 = 1, 𝑀 = 3 and 𝑁 = 1, and [ ] 2 Ω2
𝑀 = 2 and 𝑁 = 2 transmit and receive apertures.
𝔼 𝑦𝑙2 − 𝔼 [𝑦𝑙 ] = (61)
𝑚
where 𝑙 = 1, ...𝐿.
Due to their independency, the first moment of the the error
𝜀 can be easily calculated, according to
𝐿−1 𝐿
1 ∑ ∑
𝔼 [𝜀] = (𝔼 [𝑥𝑖 ] − 𝔼 [𝑥𝑗 ]) (𝔼 [𝑦𝑖 ] − 𝔼 [𝑦𝑗 ]) = 0.
𝐿 𝑖=1 𝑗=𝑖+1
(62)
Furthermore, the variance of 𝜀 is equal to its second moment
and it is derived from
⎡⎛ ⎞2 ⎤
𝐿−1 𝐿
[ ] 1 ⎢ ∑ ∑ ⎥
𝔼 𝜀2 = 2 𝔼 ⎣ ⎝ (𝑥𝑖 − 𝑥𝑗 ) (𝑦𝑖 − 𝑦𝑗 )⎠ ⎦ . (63)
𝐿 𝑖=1 𝑗=𝑖+1

After expanding the sums in (63) and taking their square, the
terms that appear are calculated using (58), (59), (60) and (61).
Specifically, the following terms appear,
[( )( )( )( )]
Fig. 12. Comparison of approximate outage probability and MC simulation
𝔼 𝑥2𝑖 − 𝑥2𝑗 𝑥2ℎ − 𝑥2𝑔 𝑦𝑖2 − 𝑦𝑗2 𝑦ℎ2 − 𝑦𝑔2
⎧ Ω2
results of MIMO systems with 𝑀 = 2 and 𝑁 = 1, 𝑀 = 3 and 𝑁 = 1, and ⎨ 4 𝑘𝑚 if 𝑖 = ℎ and 𝑗 = 𝑔
𝑀 = 2 and 𝑁 = 2 transmit and receive apertures.
= 0 if 𝑖 ∕= ℎ and 𝑗 ∕= 𝑔 (64)
⎩ Ω2
if 𝑖 = ℎ and 𝑗 ∕= 𝑔
𝑘𝑚
links increases [30], the derived closed-form expressions can where 𝑖, 𝑗, ℎ, 𝑔 = 1...𝐿. After some algebra and using (64),
be considered as reliable alternatives to time consuming MC (63) is simplified to (18).
simulations.
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[13] P. M. Shankar, “Performance analysis of diversity combining algorithms gineering from the Aristotle University of Thessa-
in shadowed fading channels," Wireless Personal Commun., vol. 37, no. loniki, Greece, and the M.Sc. award (with Distinc-
1-2, pp. 61-72, Apr. 2006. tion) in Telecommunication Networks and Software
[14] P. S. Bithas, P. T. Mathiopoulos, and S. A. Kotsopoulos, “Diversity re- from the University of Surrey, U.K. in 2005 and
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[15] E. Bayaki, R. Schober, and R. K. Mallik, “Performance analysis of sity, where he is pursuing a Ph.D degree.
free-space optical sytems in Gamma-Gamma fading," in IEEE Global His research areas span performance analysis of
Commun. Conf., 2008. wireless communication systems over fading channels, communications the-
[16] J. C. S. S. Filho and M. D. Yacoub, “Simple precise approximations to ory and free-space optical communications.
Weibull sums," IEEE Commun. Lett., vol. 10, no. 8, pp. 614-616, Aug.
2006. George K. Karagiannidis (M’97-SM’04) was born
[17] ——, “Nakagami-m approximation to the sum of M non-identical in Pithagorion, Samos Island, Greece. He received
independent Nakagami-m variates," Electron. Lett., vol. 40, no. 15, pp. the University Diploma (5 years) and Ph.D degree,
951-952, July 2004. both in electrical and computer engineering, from
[18] ——, “Highly accurate 𝜅-𝜇 approximation to the sum of M independent the University of Patras, in 1987 and 1999, respec-
non-identical Ricean variates," Electron. Lett., vol. 41, no. 6, pp. 338- tively. From 2000 to 2004, he was a Senior Re-
339, Mar. 2005. searcher at the Institute for Space Applications and
[19] ——, “Highly accurate 𝜂-𝜇 approximation to the sum of M independent Remote Sensing, National Observatory of Athens,
non-identical Hoyt variates," IEEE Antennas Wireless Propag. Lett., Greece. In June 2004, he joined Aristotle University
vol. 4, pp. 436-438, 2005. of Thessaloniki, Thessaloniki, where he is currently
[20] I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and an Associate Professor of Digital Communications
Products, 6th edition. Academic, 2000. Systems in the Electrical and Computer Engineering Department and Head
[21] M. Nakagami, “The m-distribution–a general formula of intensity distri- of the Telecommunications Systems and Networks Lab.
bution of rapid fading," Statistical Methods Radio Wave Propag., vol. 40, His current research interests are in the broad area of digital communica-
pp. 757-768, Nov. 1962. tions systems with emphasis on cooperative communication, adaptive modu-
[22] G. K. Karagiannidis, T. H. Tsiftsis, and R. K. Mallik, “Bounds for lation, MIMO systems, optical wireless and underwater communications.
multihop relayed communications in Nakagami-m fading," IEEE Trans. He is the author or co-author of more than 110 technical papers published
Commun., vol. 54, no. 1, pp. 18-22, Jan. 2006. in scientific journals and presented at international conferences. He is also
[23] E. K. Al-Hussaini and A. A. M. Al-Bassiouni, “Performance of MRC a co-author of three chapters in books and author of the Greek edition of a
diversity systems for the detection of signals with Nakagami fading," book on Telecommunications Systems.
IEEE Trans. Commun., vol. 33, no. 12, pp. 1315-1319, Dec. 1985. Dr. Karagiannidis has been a member of Technical Program Committees for
[24] G. A. Seber and C. J. Wild, Nonlinear Regression. Wiley, 1989. several IEEE conferences as ICC, GLOBECOM, etc. He is a member of the
[25] G. K. Karagiannidis, N. C. Sagias, and T. A. Tsiftsis, “Closed-form editorial board of the IEEE T RANSACTIONS ON C OMMUNICATIONS, Senior
statistics for the sum of squared Nakagami-m variates and its applica- Editor of IEEE C OMMUNICATIONS L ETTERS , and Lead Guest Editor of the
tions," IEEE Trans. Commun., vol. 54, no. 8, pp. 1453-1458, 2006. special issue on “Optical Wireless Communications" of the IEEE J OURNAL
[26] A. Papoulis, Probability, Random Variables, and Stochastic Procceses, ON S ELECTED A REAS IN C OMMUNICATIONS . He is co-recipient of the Best
3rd edition. McGraw-Hill, 1991. Paper Award of the Wireless Communications Symposium (WCS) in IEEE
[27] M. Safari and M. Uysal, “Do we really need space-time coding for International Conference on Communications (ICC’07), Glasgow, U.K., June
free-space optical communication with direct detection?" IEEE Trans. 2007.
Wireless Commun., vol. 7, no. 11, pp. 4445-4448, Nov. 2008. Dr. Karagiannidis is the Chair of the IEEE COMSOC Greek Chapter.

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