Saddle Point Approximation for Outage Probability Using Cumulant Generating Functions

preprint2015arXivOpen access

Abstract

This letter proposes the use of saddle point approximation (SPA) to evaluate the outage probability of wireless cellular networks. Unlike traditional numerical integration-based approaches, the SPA approach relies on cumulant generating functions (CGFs) and eliminates the need for explicit numerical integration. The approach is generic and can be applied to a wide variety of distributions, given that their CGFs exist. We illustrate the usefulness of SPA on channel fading distributions such as Nakagami-mm, Nakagami-qq (Hoyt), and Rician distributions. Numerical results validate the accuracy of the proposed SPA approach.

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