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Journal of Applied Sciences

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Correlated Uniform Random Variables Produced by a Diffusion Model

HU Luo-quan1, XIE Hai-jun1, LU Quan-rong1, PAN Su2   

  1. 1. Suzhou Import-Export Inspection and Quarantine Bureau, Suzhou 215128, China;
    2. School of Communication and Information Engineering, Nanjing University of Posts and Telecommunications, Nanjing 210003,China
  • Received:2007-09-17 Revised:2008-03-23 Online:2008-07-31 Published:2008-07-31

Abstract: Correlated uniform random variables (URVs) play an important role in simulation of communication and radar systems. The stationary distribution of Markov diffusion model described by a stochastic differential equation (SDE) is used to obtain drift and diffusion coefficients. The approximate probability density function (pdf) model of URVs is used to generate URVs. The method can avoid the drawbacks when the drift coefficient becomes meaningless in taking logarithm of zero. Correlated URVs are obtained in simulation. Their characteristics are discussed in detail.

Key words: wireless communications, fading channels, diffusion model,uniform distribution