Langevin Bridge Process and its Application in Modeling Pulse-based Wireless Channels
Hongbo Zhu · Jisuanji fangzhen · 2007
The Langevin bridge process is constructed from the Langevin equation. Its corresponding analytic expression is obtained. The bounded Langevin bridge process can be derived directly from general Langevin bridge process. Basic random variables are constructed from the Langevin bridge processes, which can be used to model parameters of wireless channels. Their statistical characteristics are analyzed from simulations. The simulation results demonstrate that there is locally favorable distribution in the probability density function of the basic random variables in bounded environment. Finally the propagation characteristics of pulse-based wireless channels are analyzed using the basic random variables constructed from the Langevin bridge processes.