Poisson representation and monte carlo estimation of generalized marcum Q-function

摘要

We derive a new relationship which links the generalized Marcum Q-function to a probabilistic comparison of a pair of independent Poisson random variables. Consequently, a new expression for the detection probability of a series of incoherently integrated pulses, in Gaussian cluster is also derived. These results lead to simple Monte Carlo estimators of the Marcum Q-function. We thus investigate if Monte Carlo techniques are useful in the estimation of the Marcum Q-function