On the Mulitvariate alpha-mu Distribution with Arbitrary Correlation and Fading Parameters
Rausley A. A. de Souza, Michel Daoud Yacoub · 2008
In this paper, a new infinite series representation for the multivariate alpha-mu joint probability density function is derived allowing for an arbitrary correlation matrix and non-identically distributed variates. The formulation is general and exact and comprises all of the other joint densities that arise from alpha-mu distribution published in the literature.