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New bounds for the Marcum Q-function

by: GE Corazza, G Ferrari
Information Theory, IEEE Transactions on, Vol. 48, No. 11. (2002), pp. 3003-3008.


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New bounds are proposed for the Marcum Q-function, which is defined by an integral expression where the 0th-order modified Bessel function appears. The proposed bounds are derived by suitable approximations of the 0th-order modified Bessel function in the integration region of the Marcum Q-function. They prove to be very tight and outperform bounds previously proposed in the literature. In particular, the proposed bounds are noticeably good for large values of the parameters of the Marcum Q-function, where previously introduced bounds fail and where exact computation of the function becomes critical due to numerical problems


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