New Simplest Exact Forms for the 3-D and 4-D Multivariate Rayleigh PDFs With Applications to Antenna Array Geometries

Determining tractable analytical expressions for the probability density functions (PDFs) of correlated Rayleigh random variables (i.e., the multivariate Rayleigh joint PDF) is a longstanding problem in wireless communications. Recent results have reported simpler forms for the 3-D and 4-D Rayleigh joint PDFs. Yet, the new solutions are still mathematically complex. New representations for the general 3-D Rayleigh and the general 4-D Rayleigh fading PDFs are derived. An advantage of the new representations is that only a single-integral computation is needed to compute the 3-D Rayleigh PDF and only double integral computation is needed for the 4-D Rayleigh PDF, where the integrals are proper and definite on [0, π) and [0, 2π), respectively. The new expressions for the 3-D and 4-D Rayleigh PDFs are used to determine several special, “best" placements in the 2-D plane for three and four antennas. Closed-form solutions are found for three antennas with two or three independent antenna pairs, and four antennas with four or five independent antenna pairs.