New Bounds for the Generalized Marcum $Q$-Function
Árpád Baricz, Yin Jian Sun · IEEE Transactions on Information Theory · 2009
In this paper, we study the generalized MarcumQ-functionQnu(a,b), wherea, nu > 0 andbges 0. Our aim is to extend the results of Corazza and Ferrari (IEEETrans.Inf.Theory, vol. 48, pp. 3003-3008, 2002) to the generalized MarcumQ-function in order to deduce some new tight lower and upper bounds. The key tools in our proofs are some monotonicity properties of certain functions involving the modified Bessel function of the first kind and some classical inequalities, i.e., the Cauchy-Buniakowski-Schwarz and Chebyshev integral inequalities. These bounds are shown to be very tight for largeb, i.e., the relative errors of our bounds converge to zero asbincreases. Both theoretical analysis and numerical results are provided to show the tightness of our bounds.